Degrees of freedom of chi-square statistics (unit tests).
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/3e102d6f Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/3e102d6f Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/3e102d6f Branch: refs/heads/RNG-30__sampling Commit: 3e102d6fd4320a932308cf8a258183e6bf621236 Parents: fc5d7b5 Author: Gilles <er...@apache.org> Authored: Fri Nov 11 05:35:47 2016 +0100 Committer: Gilles <er...@apache.org> Committed: Fri Nov 11 05:35:47 2016 +0100 ---------------------------------------------------------------------- .../commons/rng/ProvidersCommonParametricTest.java | 11 +++++------ .../test/java/org/apache/commons/rng/ProvidersList.java | 2 +- .../distribution/ContinuousSamplerParametricTest.java | 8 ++++---- .../sampling/distribution/ContinuousSamplersList.java | 3 +-- .../rng/simple/ProvidersCommonParametricTest.java | 11 +++++------ 5 files changed, 16 insertions(+), 19 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-rng/blob/3e102d6f/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersCommonParametricTest.java ---------------------------------------------------------------------- diff --git a/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersCommonParametricTest.java b/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersCommonParametricTest.java index 6adc820..471682c 100644 --- a/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersCommonParametricTest.java +++ b/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersCommonParametricTest.java @@ -479,8 +479,7 @@ public class ProvidersCommonParametricTest { * It performs a chi-square test of homogeneity of the observed * distribution with the expected uniform distribution. * Tests are performed at the 1% level and an average failure rate - * higher than 2% (i.e. more than 20 null hypothesis rejections) - * causes the test case to fail. + * higher than 2% causes the test case to fail. * * @param max Upper bound. * @param nextMethod method to call. @@ -491,8 +490,8 @@ public class ProvidersCommonParametricTest { Callable<T> nextMethod) { final int numTests = 500; - // Do not change (statistical test assumes that dof = 10). - final int numBins = 10; + // Do not change (statistical test assumes that dof = 9). + final int numBins = 10; // dof = numBins - 1 // Set up bins. final long n = max.longValue(); @@ -514,9 +513,9 @@ public class ProvidersCommonParametricTest { } final int[] observed = new int[numBins]; - // Chi-square critical value with 10 degrees of freedom + // Chi-square critical value with 9 degrees of freedom // and 1% significance level. - final double chi2CriticalValue = 23.209; + final double chi2CriticalValue = 21.67; try { for (int i = 0; i < numTests; i++) { http://git-wip-us.apache.org/repos/asf/commons-rng/blob/3e102d6f/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersList.java ---------------------------------------------------------------------- diff --git a/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersList.java b/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersList.java index e5e364f..c9b520e 100644 --- a/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersList.java +++ b/commons-rng-core/src/test/java/org/apache/commons/rng/ProvidersList.java @@ -74,7 +74,7 @@ public class ProvidersList { // ... add more here. // "long"-based RNGs. - add(LIST64, new SplitMix64(-988777666655555L)); + add(LIST64, new SplitMix64(-98877766544333L)); add(LIST64, new XorShift1024Star(new long[] { 123456L, 234567L, -345678L })); add(LIST64, new TwoCmres(55443322)); add(LIST64, new TwoCmres(-987654321, 5, 8)); http://git-wip-us.apache.org/repos/asf/commons-rng/blob/3e102d6f/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerParametricTest.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerParametricTest.java b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerParametricTest.java index 175e2e9..476106a 100644 --- a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerParametricTest.java +++ b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerParametricTest.java @@ -83,8 +83,8 @@ public class ContinuousSamplerParametricTest { double[] deciles) { final int numTests = 500; - // Do not change (statistical test assumes that dof = 10). - final int numBins = 10; + // Do not change (statistical test assumes that dof = 9). + final int numBins = 10; // dof = numBins - 1 // Run the tests. int numFailures = 0; @@ -95,9 +95,9 @@ public class ContinuousSamplerParametricTest { } final long[] observed = new long[numBins]; - // Chi-square critical value with 10 degrees of freedom + // Chi-square critical value with 9 degrees of freedom // and 1% significance level. - final double chi2CriticalValue = 23.209; + final double chi2CriticalValue = 21.67; try { final int lastDecileIndex = numBins - 1; http://git-wip-us.apache.org/repos/asf/commons-rng/blob/3e102d6f/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java index ddc1eac..25d3708 100644 --- a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java +++ b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java @@ -26,8 +26,7 @@ import org.apache.commons.rng.sampling.ContinuousSampler; import org.apache.commons.rng.simple.RandomSource; /** - * The purpose of this class is to provide a list of samplers - * that use the "inverse method" to sample from distributions. + * List of samplers. */ public class ContinuousSamplersList { /** List of all RNGs implemented in the library. */ http://git-wip-us.apache.org/repos/asf/commons-rng/blob/3e102d6f/commons-rng-simple/src/test/java/org/apache/commons/rng/simple/ProvidersCommonParametricTest.java ---------------------------------------------------------------------- diff --git a/commons-rng-simple/src/test/java/org/apache/commons/rng/simple/ProvidersCommonParametricTest.java b/commons-rng-simple/src/test/java/org/apache/commons/rng/simple/ProvidersCommonParametricTest.java index a6be9c9..6d9d668 100644 --- a/commons-rng-simple/src/test/java/org/apache/commons/rng/simple/ProvidersCommonParametricTest.java +++ b/commons-rng-simple/src/test/java/org/apache/commons/rng/simple/ProvidersCommonParametricTest.java @@ -279,8 +279,7 @@ public class ProvidersCommonParametricTest { * It performs a chi-square test of homogeneity of the observed * distribution with the expected uniform distribution. * Tests are performed at the 1% level and an average failure rate - * higher than 2% (i.e. more than 20 null hypothesis rejections) - * causes the test case to fail. + * higher than 2% causes the test case to fail. * * @param max Upper bound. * @param nextMethod method to call. @@ -291,8 +290,8 @@ public class ProvidersCommonParametricTest { Callable<T> nextMethod) { final int numTests = 500; - // Do not change (statistical test assumes that dof = 10). - final int numBins = 10; + // Do not change (statistical test assumes that dof = 9). + final int numBins = 10; // dof = numBins - 1 // Set up bins. final long n = max.longValue(); @@ -314,9 +313,9 @@ public class ProvidersCommonParametricTest { } final int[] observed = new int[numBins]; - // Chi-square critical value with 10 degrees of freedom + // Chi-square critical value with 9 degrees of freedom // and 1% significance level. - final double chi2CriticalValue = 23.209; + final double chi2CriticalValue = 21.67; try { for (int i = 0; i < numTests; i++) {
