public void QuantileEstimatorDeflationTest()
{
double maximumError = 0.05;
int n = 1000;
// g1 has weight 1/3, g2 has weight 2/3
Gaussian g1 = new Gaussian(2, 3);
Gaussian g2 = new Gaussian(5, 1);
var est = new QuantileEstimator(maximumError);
List <double> x = new List <double>();
for (int i = 0; i < n; i++)
{
double sample = g1.Sample();
x.Add(sample);
est.Add(sample);
}
est.Deflate();
for (int i = 0; i < n; i++)
{
double sample = g2.Sample();
x.Add(sample);
x.Add(sample);
est.Add(sample);
}
CheckProbLessThan(est, x, maximumError);
}
