Random Number Generation

Example: Random Number Generation

In this example, a discrete normal random sample of size 1000 is generated via NextNormal . 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.

using System;
using Imsl.Stat;

public class RandomEx1 : ICdfFunction
{
    public double CdfFunction(double x) 
    {
        return Cdf.Normal(x);
    }

    public static void  Main(String[] args)
    {
        int nObservations = 1000;
        Imsl.Stat.Random r = new Imsl.Stat.Random(123457);
        ICdfFunction normal = new RandomEx1();
        ChiSquaredTest test = new ChiSquaredTest(normal, 10, 0);
        for (int k = 0; k < nObservations; k++)
        {
            test.Update(r.NextNormal(), 1.0);
        }
        
        double p = test.P;
        Console.Out.WriteLine("The P-value is " + p);
    }
}

Output

The P-value is 0.496307043723263

Link to C# source.