use rand_distr::Distribution; use average::{assert_almost_eq, Estimate, Kurtosis}; #[test] fn normal_distribution() { let normal = rand_distr::Normal::new(2.0, 3.0).unwrap(); let mut a = Kurtosis::new(); for _ in 0..1_000_000 { a.add(normal.sample(&mut ::rand::thread_rng())); } assert_almost_eq!(a.mean(), 2.0, 1e-2); assert_almost_eq!(a.sample_variance().sqrt(), 3.0, 1e-2); assert_almost_eq!(a.population_variance().sqrt(), 3.0, 1e-2); assert_almost_eq!(a.error_mean(), 0.0, 1e-2); assert_almost_eq!(a.skewness(), 0.0, 1e-2); assert_almost_eq!(a.kurtosis(), 0.0, 4e-2); } #[test] fn exponential_distribution() { let lambda = 2.0; let normal = rand_distr::Exp::new(lambda).unwrap(); let mut a = Kurtosis::new(); for _ in 0..6_000_000 { a.add(normal.sample(&mut ::rand::thread_rng())); } assert_almost_eq!(a.mean(), 1. / lambda, 1e-2); assert_almost_eq!(a.sample_variance().sqrt(), 1. / lambda, 1e-2); assert_almost_eq!(a.population_variance().sqrt(), 1. / lambda, 1e-2); assert_almost_eq!(a.error_mean(), 0.0, 1e-2); assert_almost_eq!(a.skewness(), 2.0, 1e-1); assert_almost_eq!(a.kurtosis(), 6.0, 1.5e-1); }