/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with this * work for additional information regarding copyright ownership. The ASF * licenses this file to You under the Apache License, Version 2.0 (the * "License"); you may not use this file except in compliance with the License. * You may obtain a copy of the License at * http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law * or agreed to in writing, software distributed under the License is * distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY * KIND, either express or implied. See the License for the specific language * governing permissions and limitations under the License. */ package org.apache.commons.math4.distribution; import org.apache.commons.math4.distribution.BinomialDistribution; import org.apache.commons.math4.distribution.IntegerDistribution; import org.junit.Assert; import org.junit.Test; /** * Test cases for BinomialDistribution. Extends IntegerDistributionAbstractTest. * See class javadoc for IntegerDistributionAbstractTest for details. * */ public class BinomialDistributionTest extends IntegerDistributionAbstractTest { /** * Constructor to override default tolerance. */ public BinomialDistributionTest() { setTolerance(1e-12); } // -------------- Implementations for abstract methods // ----------------------- /** Creates the default discrete distribution instance to use in tests. */ @Override public IntegerDistribution makeDistribution() { return new BinomialDistribution(10, 0.70); } /** Creates the default probability density test input values. */ @Override public int[] makeDensityTestPoints() { return new int[] { -1, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11 }; } /** * Creates the default probability density test expected values. * Reference values are from R, version 2.15.3. */ @Override public double[] makeDensityTestValues() { return new double[] { 0d, 0.0000059049d, 0.000137781d, 0.0014467005, 0.009001692, 0.036756909, 0.1029193452, 0.200120949, 0.266827932, 0.2334744405, 0.121060821, 0.0282475249, 0d }; } /** Creates the default cumulative probability density test input values */ @Override public int[] makeCumulativeTestPoints() { return makeDensityTestPoints(); } /** * Creates the default cumulative probability density test expected values. * Reference values are from R, version 2.15.3. */ @Override public double[] makeCumulativeTestValues() { return new double[] { 0d, 5.9049e-06, 0.0001436859, 0.0015903864, 0.0105920784, 0.0473489874, 0.1502683326, 0.3503892816, 0.6172172136, 0.8506916541, 0.9717524751, 1d, 1d }; } /** Creates the default inverse cumulative probability test input values */ @Override public double[] makeInverseCumulativeTestPoints() { return new double[] { 0, 0.001d, 0.010d, 0.025d, 0.050d, 0.100d, 0.999d, 0.990d, 0.975d, 0.950d, 0.900d, 1 }; } /** * Creates the default inverse cumulative probability density test expected * values */ @Override public int[] makeInverseCumulativeTestValues() { return new int[] { 0, 2, 3, 4, 5, 5, 10, 10, 10, 9, 9, 10 }; } // ----------------- Additional test cases --------------------------------- /** Test degenerate case p = 0 */ @Test public void testDegenerate0() { BinomialDistribution dist = new BinomialDistribution(5, 0.0d); setDistribution(dist); setCumulativeTestPoints(new int[] { -1, 0, 1, 5, 10 }); setCumulativeTestValues(new double[] { 0d, 1d, 1d, 1d, 1d }); setDensityTestPoints(new int[] { -1, 0, 1, 10, 11 }); setDensityTestValues(new double[] { 0d, 1d, 0d, 0d, 0d }); setInverseCumulativeTestPoints(new double[] { 0.1d, 0.5d }); setInverseCumulativeTestValues(new int[] { 0, 0 }); verifyDensities(); verifyCumulativeProbabilities(); verifyInverseCumulativeProbabilities(); Assert.assertEquals(dist.getSupportLowerBound(), 0); Assert.assertEquals(dist.getSupportUpperBound(), 0); } /** Test degenerate case p = 1 */ @Test public void testDegenerate1() { BinomialDistribution dist = new BinomialDistribution(5, 1.0d); setDistribution(dist); setCumulativeTestPoints(new int[] { -1, 0, 1, 2, 5, 10 }); setCumulativeTestValues(new double[] { 0d, 0d, 0d, 0d, 1d, 1d }); setDensityTestPoints(new int[] { -1, 0, 1, 2, 5, 10 }); setDensityTestValues(new double[] { 0d, 0d, 0d, 0d, 1d, 0d }); setInverseCumulativeTestPoints(new double[] { 0.1d, 0.5d }); setInverseCumulativeTestValues(new int[] { 5, 5 }); verifyDensities(); verifyCumulativeProbabilities(); verifyInverseCumulativeProbabilities(); Assert.assertEquals(dist.getSupportLowerBound(), 5); Assert.assertEquals(dist.getSupportUpperBound(), 5); } /** Test degenerate case n = 0 */ @Test public void testDegenerate2() { BinomialDistribution dist = new BinomialDistribution(0, 0.01d); setDistribution(dist); setCumulativeTestPoints(new int[] { -1, 0, 1, 2, 5, 10 }); setCumulativeTestValues(new double[] { 0d, 1d, 1d, 1d, 1d, 1d }); setDensityTestPoints(new int[] { -1, 0, 1, 2, 5, 10 }); setDensityTestValues(new double[] { 0d, 1d, 0d, 0d, 0d, 0d }); setInverseCumulativeTestPoints(new double[] { 0.1d, 0.5d }); setInverseCumulativeTestValues(new int[] { 0, 0 }); verifyDensities(); verifyCumulativeProbabilities(); verifyInverseCumulativeProbabilities(); Assert.assertEquals(dist.getSupportLowerBound(), 0); Assert.assertEquals(dist.getSupportUpperBound(), 0); } @Test public void testMoments() { final double tol = 1e-9; BinomialDistribution dist; dist = new BinomialDistribution(10, 0.5); Assert.assertEquals(dist.getNumericalMean(), 10d * 0.5d, tol); Assert.assertEquals(dist.getNumericalVariance(), 10d * 0.5d * 0.5d, tol); dist = new BinomialDistribution(30, 0.3); Assert.assertEquals(dist.getNumericalMean(), 30d * 0.3d, tol); Assert.assertEquals(dist.getNumericalVariance(), 30d * 0.3d * (1d - 0.3d), tol); } @Test public void testMath718() { // for large trials the evaluation of ContinuedFraction was inaccurate // do a sweep over several large trials to test if the current implementation is // numerically stable. for (int trials = 500000; trials < 20000000; trials += 100000) { BinomialDistribution dist = new BinomialDistribution(trials, 0.5); int p = dist.inverseCumulativeProbability(0.5); Assert.assertEquals(trials / 2, p); } } }