[jira] [Created] (MATH-1313) Wrong tolerance in some unit tests of "RandomGeneratorAbstractTest"

["Gilles (JIRA)" <ji...@apache.org>]

Gilles created MATH-1313:
----------------------------

             Summary: Wrong tolerance in some unit tests of "RandomGeneratorAbstractTest"
                 Key: MATH-1313
                 URL: https://issues.apache.org/jira/browse/MATH-1313
             Project: Commons Math
          Issue Type: Bug
            Reporter: Gilles
            Assignee: Gilles
            Priority: Minor
             Fix For: 4.0


I doubt that the mean check in the unit test below is ever going to trigger an assertion failure...

{noformat}
    @Test
    public void testDoubleDirect() {
        SummaryStatistics sample = new SummaryStatistics();
        final int N = 10000;
        for (int i = 0; i < N; ++i) {
            sample.addValue(generator.nextDouble());
        }
        Assert.assertEquals("Note: This test will fail randomly about 1 in 100 times.",
                0.5, sample.getMean(), FastMath.sqrt(N/12.0) * 2.576);
        Assert.assertEquals(1.0 / (2.0 * FastMath.sqrt(3.0)),
                     sample.getStandardDeviation(), 0.01);
    }

{noformat}

And similar in "testFloatDirect()".

I propose the following replacement:
{noformat}
    @Test
    public void testDoubleDirect() {
        SummaryStatistics sample = new SummaryStatistics();
        final int N = 100000;
        for (int i = 0; i < N; ++i) {
            sample.addValue(generator.nextDouble());
        }
        assertUniformInUnitInterval(sample, 0.99);
    }
{noformat}

where "assertUniformInUnitInterval" is defined as:
   {noformat}
    /**                                                                                                                                                                                    
     * Check that the sample follows a uniform distribution on the {@code [0, 1)} interval.                                                                                                
     *                                                                                                                                                                                     
     * @param sample Data summary.                                                                                                                                                         
     * @param confidenceIntervalLevel Confidence level. Must be in {@code (0, 1)} interval.                                                                                                
     */
    private void assertUniformInUnitInterval(SummaryStatistics sample,
                                             double confidenceIntervalLevel) {
        final int numSamples = (int) sample.getN();
        final double mean = sample.getMean();
        final double stddev = sample.getStandardDeviation() / FastMath.sqrt(numSamples);
        final TDistribution t = new TDistribution(numSamples - 1);
        final double criticalValue = t.inverseCumulativeProbability(1 - 0.5 * (1 - confidenceIntervalLevel));
        final double tol = stddev * criticalValue;
        Assert.assertEquals("mean=" + mean + " tol=" + tol + " (note: This test will fail randomly about " +
                            (100 * (1 - confidenceIntervalLevel)) + " in 100 times).",
                            0.5, mean, tol);
        Assert.assertEquals(FastMath.sqrt(1d / 12), sample.getStandardDeviation(), 0.01);
    }
{noformat}

Please correct if this new test is not what was intended.




--
This message was sent by Atlassian JIRA
(v6.3.4#6332)