[all-commits] [llvm/llvm-project] 76aa04: [libc++] Adjust some of the [rand.dist] critical v...

[Matt Stephanson via All-commits]

  Branch: refs/heads/main
  Home:   https://github.com/llvm/llvm-project
  Commit: 76aa042dde6ba9ba57c680950f5818259ee02690
      https://github.com/llvm/llvm-project/commit/76aa042dde6ba9ba57c680950f5818259ee02690
  Author: Matt Stephanson <stephanson.matt at gmail.com>
  Date:   2024-05-04 (Sat, 04 May 2024)

  Changed paths:
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.bern/rand.dist.bern.bernoulli/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.bern/rand.dist.bern.bernoulli/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.bern/rand.dist.bern.bin/eval.PR44847.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.bern/rand.dist.bern.bin/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.bern/rand.dist.bern.bin/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.bern/rand.dist.bern.geo/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.bern/rand.dist.bern.geo/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.bern/rand.dist.bern.negbin/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.bern/rand.dist.bern.negbin/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.norm/rand.dist.norm.cauchy/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.norm/rand.dist.norm.chisq/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.norm/rand.dist.norm.chisq/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.norm/rand.dist.norm.lognormal/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.norm/rand.dist.norm.lognormal/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.norm/rand.dist.norm.t/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.norm/rand.dist.norm.t/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.pois/rand.dist.pois.exp/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.pois/rand.dist.pois.exp/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.pois/rand.dist.pois.extreme/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.pois/rand.dist.pois.extreme/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.pois/rand.dist.pois.gamma/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.pois/rand.dist.pois.gamma/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.pois/rand.dist.pois.poisson/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.pois/rand.dist.pois.poisson/eval_param.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.samp/rand.dist.samp.discrete/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.samp/rand.dist.samp.pconst/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.samp/rand.dist.samp.plinear/eval.pass.cpp
    M libcxx/test/std/numerics/rand/rand.dist/rand.dist.samp/rand.dist.samp.plinear/eval_param.pass.cpp

  Log Message:
  -----------
  [libc++] Adjust some of the [rand.dist] critical values that are too strict (#88669)

Adjust some of the [rand.dist] critical values that are too strict

- Most critical values are determined empirically by running each test
51
times with a different PRNG seed and finding the smallest symmetric
interval
around the median that contains 90% of the sample means, variances, etc.

- For the Kolmogorov-Smirnov tests, the alpha=0.1 critical value for
large N
   is 1.224/sqrt(N).

- For normally distributed variates, the sample kurtosis is distributed
as
   Normal(0, 24/N). For N=1e5, this gives a 90% confidence interval of
0+/-0.0255. For Binomial(40, 0.25), which is approximately normal, the
   kurtosis is -0.0167, so the relative 90% CI is large, on the order of
0.0255/0.0167 = 153%. In most cases the distribution of the sample
kurtosis
isn't known analytically, but similarly large relative tolerances can be
   expected if the kurtosis is near zero.



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