public void TestMethod1()
{
Distribution n0 = new TransformedDistribution(new NormalDistribution(), -2.0, 3.0);
Distribution n1 = new NormalDistribution(-2.0, 3.0);
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.Mean, n1.Mean));
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.Variance, n1.Variance));
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.StandardDeviation, n1.StandardDeviation));
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.Skewness, n1.Skewness));
for (int k = 0; k < 8; k++) {
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.Moment(k), n1.Moment(k)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.MomentAboutMean(k), n1.MomentAboutMean(k)));
}
foreach (double x in TestUtilities.GenerateUniformRealValues(-8.0, 8.0, 8)) {
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.ProbabilityDensity(x), n1.ProbabilityDensity(x)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.LeftProbability(x), n1.LeftProbability(x)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.RightProbability(x), n1.RightProbability(x)));
}
foreach (double P in TestUtilities.GenerateRealValues(1.0E-4, 1.0, 4)) {
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.InverseLeftProbability(P), n1.InverseLeftProbability(P)));
Assert.IsTrue(TestUtilities.IsNearlyEqual(n0.InverseRightProbability(P), n1.InverseRightProbability(P)));
}
}
public void MomentMapTest()
{
Distribution d = new NormalDistribution();
for (int n = 1; n < 11; n++) {
double[] K = new double[n+1];
K[0] = 1.0;
if (K.Length > 1) K[1] = 0.0;
if (K.Length > 2) K[2] = 1.0;
//for (int m = 1; m < K.Length; m++) {
// K[m] = AdvancedIntegerMath.Factorial(m - 1);
//}
double M = MomentMath.RawMomentFromCumulants(K);
Console.WriteLine("{0} {1}", d.Moment(n), M);
}
}
