public void InverseTest3()
{
var invchisq = new InverseChiSquareDistribution(degreesOfFreedom: 7);
double cdf, icdf;
// Round-trip with 6.27
cdf = invchisq.DistributionFunction(x: 6.27);
Assert.AreEqual(0.99998842765450235, cdf);
icdf = invchisq.InverseDistributionFunction(p: cdf);
Assert.AreEqual(6.2699998329362963, icdf, 1e-6);
// Round-trip with 0
cdf = invchisq.DistributionFunction(x: 0);
Assert.AreEqual(0, cdf);
icdf = invchisq.InverseDistributionFunction(p: cdf);
Assert.AreEqual(0, icdf, 1e-6);
// Round-trip with 1
cdf = invchisq.DistributionFunction(x: 1);
Assert.AreEqual(0.99482853651651548, cdf);
icdf = invchisq.InverseDistributionFunction(p: cdf);
Assert.AreEqual(1, icdf, 1e-6);
}
public void ConstructorTest()
{
#region doc_ctor
// Create a new Inverse Chi-Square distribution with 7 d. of freedom.
var invchisq = new InverseChiSquareDistribution(degreesOfFreedom: 7);
double mean = invchisq.Mean; // 0.2
double median = invchisq.Median; // 0.1575844721504685
double var = invchisq.Variance; // 75
double mode = invchisq.Mode; // 0.1111111111111111
double cdf = invchisq.DistributionFunction(x: 6.27); // 0.99998842765450235
double pdf = invchisq.ProbabilityDensityFunction(x: 6.27); // 0.0000063457380298844403
double lpdf = invchisq.LogProbabilityDensityFunction(x: 6.27); // -11.967727146795536
double ccdf = invchisq.ComplementaryDistributionFunction(x: 6.27); // 1.1572345497645742E-05
double icdf = invchisq.InverseDistributionFunction(p: cdf); // 6.2700000113440124
double hf = invchisq.HazardFunction(x: 6.27); // 0.54835366185492873
double chf = invchisq.CumulativeHazardFunction(x: 6.27); // 11.366892314949228
string str = invchisq.ToString(); // "Inv-χ²(x; df = 7)"
#endregion
Assert.AreEqual(0.2, mean, 1e-10);
Assert.AreEqual(0.1575844721504685, median, 1e-6);
Assert.AreEqual(75, var);
Assert.AreEqual(0.1111111111111111, mode);
Assert.AreEqual(11.366892314949228, chf);
Assert.AreEqual(0.99998842765450235, cdf);
Assert.AreEqual(0.0000063457380298844403, pdf);
Assert.AreEqual(-11.967727146795536, lpdf);
Assert.AreEqual(0.54835366185492873, hf);
Assert.AreEqual(1.1572345497645742E-05, ccdf);
Assert.AreEqual(6.2700000113440124, icdf, 1e-6);
Assert.AreEqual("Inv-χ²(x; df = 7)", str);
var range1 = invchisq.GetRange(0.95);
var range2 = invchisq.GetRange(0.99);
var range3 = invchisq.GetRange(0.01);
Assert.AreEqual(0.071087647148133509, range1.Min, 1e-10);
Assert.AreEqual(0.4613930157807814, range1.Max, 1e-10);
Assert.AreEqual(0.054126298885838933, range2.Min, 1e-10);
Assert.AreEqual(0.807074944498757, range2.Max, 1e-10);
Assert.AreEqual(0.054126298885838926, range3.Min, 1e-10);
Assert.AreEqual(0.807074944498757, range3.Max, 1e-10);
Assert.AreEqual(0, invchisq.Support.Min);
Assert.AreEqual(double.PositiveInfinity, invchisq.Support.Max);
Assert.AreEqual(invchisq.InverseDistributionFunction(0), invchisq.Support.Min);
Assert.AreEqual(invchisq.InverseDistributionFunction(1), invchisq.Support.Max);
}
public void ConstructorTest()
{
var invchisq = new InverseChiSquareDistribution(degreesOfFreedom: 7);
double mean = invchisq.Mean; // 0.2
double median = invchisq.Median; // 6.345811068141737
double var = invchisq.Variance; // 75
double mode = invchisq.Mode; // 0.1111111111111111
double cdf = invchisq.DistributionFunction(x: 6.27); // 0.50860033566176044
double pdf = invchisq.ProbabilityDensityFunction(x: 6.27); // 0.0000063457380298844403
double lpdf = invchisq.LogProbabilityDensityFunction(x: 6.27); // -11.967727146795536
double ccdf = invchisq.ComplementaryDistributionFunction(x: 6.27); // 0.49139966433823956
double icdf = invchisq.InverseDistributionFunction(p: cdf); // 6.2699998329362963
double hf = invchisq.HazardFunction(x: 6.27); // 0.000012913598625327002
double chf = invchisq.CumulativeHazardFunction(x: 6.27); // 0.71049750196765715
string str = invchisq.ToString(); // "Inv-χ²(x; df = 7)"
Assert.AreEqual(0.2, mean, 1e-10);
Assert.AreEqual(6.345811068141737, median, 1e-6);
Assert.AreEqual(75, var);
Assert.AreEqual(0.1111111111111111, mode);
Assert.AreEqual(0.71049750196765715, chf);
Assert.AreEqual(0.50860033566176044, cdf);
Assert.AreEqual(0.0000063457380298844403, pdf);
Assert.AreEqual(-11.967727146795536, lpdf);
Assert.AreEqual(0.000012913598625327002, hf);
Assert.AreEqual(0.49139966433823956, ccdf);
Assert.AreEqual(6.2699998329362963, icdf, 1e-6);
Assert.AreEqual("Inv-χ²(x; df = 7)", str);
var range1 = invchisq.GetRange(0.95);
var range2 = invchisq.GetRange(0.99);
var range3 = invchisq.GetRange(0.01);
Assert.AreEqual(2.1673499092513264, range1.Min, 1e-10);
Assert.AreEqual(14.067140449765922, range1.Max, 1e-10);
Assert.AreEqual(1.2390421125300894, range2.Min, 1e-10);
Assert.AreEqual(18.475307115523769, range2.Max, 1e-10);
Assert.AreEqual(1.2390421125300894, range3.Min, 1e-10);
Assert.AreEqual(18.475307115523773, range3.Max, 1e-10);
}