// This is -*- C++ -*-// $Id: test_normal_ci.cpp,v 1.10 1999/10/19 00:39:16 trow Exp $/* test_normal_ci.cpp * * Copyright (C) 1998 EMC Capital Management, Inc. * * Developed by Jon Trowbridge <trow@emccta.com>. * * This library is free software; you can redistribute it and/or * modify it under the terms of the GNU Library General Public * License as published by the Free Software Foundation; either * version 2 of the License, or (at your option) any later version. * * This library is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU * Library General Public License for more details. * * You should have received a copy of the GNU Library General Public * License along with this library; if not, write to the Free Software * Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA * 02111-1307, USA. */#include <config.h>#include <iostream>#include <Random.h>#include <descriptive.h>#include <parametric_estimation.h>using namespace std;int main(){  const int trials=1000;  const double conf=0.98;  int acc=0;  Random rnd;    /*   * Construct two RealSets with known mean (=0), then get a conf interval   * for the difference in their means and see how often it contains 0.   * The % of the time that 0 is in our interval should equal the confidence   * level attached to our interval (+/- the usual error).   */  for(int t=0; t<trials; ++t) {    RealSet ds1, ds2;    for(int i=0; i<1000; ++i) {      ds1.add(rnd.random_normal());      ds2.add(rnd.random_normal());    }    ConfInt e = pest_normal_difference_of_means_equal_sdev(ds1, ds2, conf);    if (e.contains(0)) ++acc;  }  double p = acc/(double)trials;  double pse = sqrt(p*(1-p)/trials);  ConfInt pe;  pe.set_by_error(p,3*pse);  cout << "  Trials: " << trials << endl;  cout << "    Hits: " << acc << endl;  cout << "Accuracy: " << pe.low() << " - " << pe.high() << endl;  cout << "Exp Rate: " << conf << endl;  cout << "Correct?: " << (pe.contains(conf) ? "yes" : "no") << endl;  return 0;}// $Id: test_normal_ci.cpp,v 1.10 1999/10/19 00:39:16 trow Exp $