예제 #1
0
        public void CauchyStudentAgreement()
        {
            StudentDistribution S = new StudentDistribution(1);
            CauchyDistribution  C = new CauchyDistribution();

            // don't compare moments directly, because NaN != NaN

            foreach (double P in probabilities)
            {
                double xS = S.InverseLeftProbability(P);
                double xC = C.InverseLeftProbability(P);
                Console.WriteLine("{0} {1} {2}", P, xS, xC);
                Assert.IsTrue(TestUtilities.IsNearlyEqual(xS, xC));
                Assert.IsTrue(TestUtilities.IsNearlyEqual(S.ProbabilityDensity(xS), C.ProbabilityDensity(xC)));
            }
        }