public void TestNormalDistGetZScore()
{
var testSubject = new NormalDistEquation {
Mean = 0, StdDev = 1
};
var testResult = testSubject.GetZScoreFor(0);
Assert.IsTrue(testResult >= 0.499);
testResult = testSubject.GetZScoreFor(1);
Assert.IsTrue(testResult >= 0.34134);
}
public static double RandomValueInNormalDist(NormalDistEquation eq, int sigma = 3)
{
if (eq == null)
{
throw new ArgumentNullException(nameof(eq));
}
var minRand = eq.Mean - (eq.StdDev * sigma);
var maxRand = eq.Mean + (eq.StdDev * sigma);
if (minRand < Int32.MinValue || maxRand > Int32.MaxValue)
{
throw new ArgumentException("The random number generator is limited to int max 2^31 value.");
}
for (var i = 0; i < 1024; i++)
{
//guess some value w/i 3 std dev's
var someValue = RandomDouble(minRand, maxRand);
//get the probability of that guess
var zscore = eq.GetZScoreFor(someValue);
//zscore
var attempt = RandomDouble(0, 5) * 0.1;
//try getting a value with that probability
var isGe = attempt >= zscore;
//when succeed - return some value
if (isGe)
{
return(someValue);
}
}
return(eq.Mean);
}