27 lines
1003 B
TypeScript
27 lines
1003 B
TypeScript
import * as fc from "fast-check";
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import { testRun } from "./TestHelpers";
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describe("cumulative density function of a normal distribution", () => {
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test("at 3 stdevs to the right of the mean is near 1", () => {
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fc.assert(
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fc.property(fc.integer(), fc.integer({ min: 1 }), (mean, stdev) => {
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let threeStdevsAboveMean = mean + 3 * stdev;
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let squiggleString = `cdf(normal(${mean}, ${stdev}), ${threeStdevsAboveMean})`;
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let squiggleResult = testRun(squiggleString);
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expect(squiggleResult.value).toBeCloseTo(1);
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})
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);
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});
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test("at 3 stdevs to the left of the mean is near 0", () => {
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fc.assert(
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fc.property(fc.integer(), fc.integer({ min: 1 }), (mean, stdev) => {
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let threeStdevsBelowMean = mean - 3 * stdev;
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let squiggleString = `cdf(normal(${mean}, ${stdev}), ${threeStdevsBelowMean})`;
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let squiggleResult = testRun(squiggleString);
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expect(squiggleResult.value).toBeCloseTo(0);
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})
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);
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});
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});
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