Package com.imsl.test.example.stat

Class RandomEx1

java.lang.Object

com.imsl.test.example.stat.RandomEx1

All Implemented Interfaces:

CdfFunction

public class RandomEx1
extends Object
implements CdfFunction

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 Also:

• Code
• Output

Constructor Summary

Constructors

Constructor	Description
RandomEx1()

Method Summary

Modifier and Type	Method	Description
double	cdf(double x)	Public interface for the user-supplied cumulative distribution function to be used by InverseCdf.
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

RandomEx1

public RandomEx1()

Method Details

cdf

public double cdf(double x)

Description copied from interface: CdfFunction

Public interface for the user-supplied cumulative distribution function to be used by InverseCdf.

Specified by:

cdf in interface CdfFunction

Parameters:

x - a double scalar value representing the point at which the inverse CDF is desired.

Returns:

a double scalar value representing the probability that a random variable for this CDF takes a value less than or equal to this value is p.

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception