mcordingley/PHPStats — Issue #12: Figure out some way to test random variates
Author: mcordingley
Created: 2011-10-25 20:55:55+00:00
State: open

There are two ways to handle this. Either remove the random component by always initializing the random seed to a known value and test the algorithms with known draws or take a large sample of random variates and do a chi-square goodness of fit test. The first option is repeatable and deterministic, which is good for testing, but can become extremely difficult to develop the tests. The second option is much easier to implement, but will take a lot of processing power to generate appropriately-sized samples from all of the implemented distributions.