[cfe-commits] [libcxx] r103983 - in /libcxx/trunk: include/ test/numerics/rand/rand.dis/rand.dist.norm/rand.dist.norm.cauchy/

[Anton Korobeynikov]

Hello, Howard

> [rand.dist.norm.cauchy].  I'm having trouble testing the output as all statistical properties are undefined.  They do not converge upon any one value as the number of samples increases.  Suggestions for tests welcome.
Several suggestions here:

1. If you remove the smallest and the largest observation, then the
resulting random variable will have some mean. If you remove 2
observations more, then there will be some variance as well
2. Why don't use some omnibus goodness-of-fit test? E.g.
Kolmogorov-Smirnov or Cramer-von Mises? You need to simulate the
sample of p-levels, which should be uniformly distributed.

-- 
With best regards, Anton Korobeynikov
Faculty of Mathematics and Mechanics, Saint Petersburg State University