package com.imsl.test.example.stat; import com.imsl.stat.*; /** *

* Generates a pseudorandom sample from a normal distribution and performs a * goodness of fit test. *

* * In this example, a normal random sample of size 1000 is generated via * Random.nextGaussian. Random.setSeed is first used * to set the seed. After the ChiSquaredTest constructor is called, * the random observations are added to the test one at a time to simulate * streaming data. The Chi-squared test is performed using * Cdf.normal as the cumulative distribution function object to see * how well the random numbers fit the normal distribution. * * * @see Code * @see Output */ public class RandomEx1 implements CdfFunction { @Override public double cdf(double x) { return Cdf.normal(x); } public static void main(String args[]) throws Exception { int nObservations = 1000; Random r = new Random(123457L); ChiSquaredTest test = new ChiSquaredTest(new RandomEx1(), 10, 0); for (int k = 0; k < nObservations; k++) { test.update(r.nextNormal(), 1.0); } double p = test.getP(); System.out.println("The P-value is " + p); } }