public void ValidateCumulativeDistribution(double lower, double upper)
{
var n = new ContinuousUniform(lower, upper);
for (var i = 0; i < 11; i++)
{
var x = i - 5.0;
if (x <= lower)
{
Assert.AreEqual(0.0, n.CumulativeDistribution(x));
Assert.AreEqual(0.0, ContinuousUniform.CDF(lower, upper, x));
}
else if (x >= upper)
{
Assert.AreEqual(1.0, n.CumulativeDistribution(x));
Assert.AreEqual(1.0, ContinuousUniform.CDF(lower, upper, x));
}
else
{
Assert.AreEqual((x - lower) / (upper - lower), n.CumulativeDistribution(x));
Assert.AreEqual((x - lower) / (upper - lower), ContinuousUniform.CDF(lower, upper, x));
}
}
}
/// <summary>
/// Computes the cumulative distribution (CDF) of the distribution at x given a certain mean, i.e. P(X ≤ x | μ = mean).
/// </summary>
/// <param name="mean">The mean (μ) of the distribution.</param>
/// <param name="x">The location at which to compute the cumulative distribution function.</param>
/// <returns>The cumulative distribution at location x.</returns>
public double CDF(double mean, double x)
{
return(ContinuousUniform.CDF(mean - (0.5 * this.rangelength), mean + (0.5 * this.rangelength), x));
}
