Developer Reference

Contents

Confidence Test

Test Purpose
The test checks how well each output member corresponds to the valid range of possible values. For example, for an exponential distribution with parameters
a
and
b
all the output members xi should lie within the range
a ≤ xi < ∞
. A value
xi
< 1 is impossible, that is, the fact that the variate
X
of exponential distribution with parameters
a
and
b
acquires a value less than
a
is an impossible event (not to be confused with a null event). Any output member lying outside the valid range causes an error.
Such a test is necessary because statistical tests (for example, distribution moments test or chi-square test) cannot detect a small number (if compared with the total sample size) of
xi
values falling outside the valid range.
Interpreting Final Results
The test gives a certain quantity
K
of random numbers that lie outside the valid range of values. The test is considered passed, if
K
= 0, and failed otherwise.

Product and Performance Information

1

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Notice revision #20110804