Package com.opengamma.analytics.math.statistics.distribution

Examples of com.opengamma.analytics.math.statistics.distribution.ChiSquareDistribution.nextRandom()


    final int n = 500000;
    final double k = 1.34;
    final ProbabilityDistribution<Double> p1 = new ChiSquareDistribution(k, new MersenneTwister64(MersenneTwister.DEFAULT_SEED));
    final double[] x = new double[n];
    for (int i = 0; i < n; i++) {
      x[i] = p1.nextRandom();
    }
    final ChiSquareDistribution p2 = (ChiSquareDistribution) CALCULATOR.evaluate(x);
    assertEquals(p2.getDegreesOfFreedom(), k, 2.5e-2);
  }
}
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