//===----------------------------------------------------------------------===// // // The LLVM Compiler Infrastructure // // This file is dual licensed under the MIT and the University of Illinois Open // Source Licenses. See LICENSE.TXT for details. // //===----------------------------------------------------------------------===// // // REQUIRES: long_tests // // template // class binomial_distribution // template result_type operator()(_URNG& g, const param_type& parm); #include #include #include #include template inline T sqr(T x) { return x * x; } int main() { { typedef std::binomial_distribution<> D; typedef D::param_type P; typedef std::mt19937_64 G; G g; D d(16, .75); P p(5, .75); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g, p); assert(0 <= v && v <= p.t()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = p.t() * p.p(); double x_var = x_mean*(1-p.p()); double x_skew = (1-2*p.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*p.p()*(1-p.p())) / x_var; assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.04); } { typedef std::binomial_distribution<> D; typedef D::param_type P; typedef std::mt19937 G; G g; D d(16, .75); P p(30, .03125); const int N = 100000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g, p); assert(0 <= v && v <= p.t()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = p.t() * p.p(); double x_var = x_mean*(1-p.p()); double x_skew = (1-2*p.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*p.p()*(1-p.p())) / x_var; assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.01); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.01); } { typedef std::binomial_distribution<> D; typedef D::param_type P; typedef std::mt19937 G; G g; D d(16, .75); P p(40, .25); const int N = 1000000; std::vector u; for (int i = 0; i < N; ++i) { D::result_type v = d(g, p); assert(0 <= v && v <= p.t()); u.push_back(v); } double mean = std::accumulate(u.begin(), u.end(), double(0)) / u.size(); double var = 0; double skew = 0; double kurtosis = 0; for (unsigned i = 0; i < u.size(); ++i) { double dbl = (u[i] - mean); double d2 = sqr(dbl); var += d2; skew += dbl * d2; kurtosis += d2 * d2; } var /= u.size(); double dev = std::sqrt(var); skew /= u.size() * dev * var; kurtosis /= u.size() * var * var; kurtosis -= 3; double x_mean = p.t() * p.p(); double x_var = x_mean*(1-p.p()); double x_skew = (1-2*p.p()) / std::sqrt(x_var); double x_kurtosis = (1-6*p.p()*(1-p.p())) / x_var; assert(std::abs((mean - x_mean) / x_mean) < 0.01); assert(std::abs((var - x_var) / x_var) < 0.01); assert(std::abs((skew - x_skew) / x_skew) < 0.04); assert(std::abs((kurtosis - x_kurtosis) / x_kurtosis) < 0.3); } }