1 //===----------------------------------------------------------------------===//
2 //
3 //                     The LLVM Compiler Infrastructure
4 //
5 // This file is dual licensed under the MIT and the University of Illinois Open
6 // Source Licenses. See LICENSE.TXT for details.
7 //
8 //===----------------------------------------------------------------------===//
9 
10 // <random>
11 
12 // template<class RealType = double>
13 // class normal_distribution
14 
15 // template<class _URNG> result_type operator()(_URNG& g, const param_type& parm);
16 
17 #include <random>
18 #include <cassert>
19 #include <vector>
20 #include <numeric>
21 
22 template <class T>
23 inline
24 T
25 sqr(T x)
26 {
27     return x * x;
28 }
29 
30 int main()
31 {
32     {
33         typedef std::normal_distribution<> D;
34         typedef D::param_type P;
35         typedef std::minstd_rand G;
36         G g;
37         D d(5, 4);
38         P p(50, .5);
39         const int N = 1000000;
40         std::vector<D::result_type> u;
41         for (int i = 0; i < N; ++i)
42             u.push_back(d(g, p));
43         double mean = std::accumulate(u.begin(), u.end(), 0.0) / u.size();
44         double var = 0;
45         double skew = 0;
46         double kurtosis = 0;
47         for (int i = 0; i < u.size(); ++i)
48         {
49             double d = (u[i] - mean);
50             double d2 = sqr(d);
51             var += d2;
52             skew += d * d2;
53             kurtosis += d2 * d2;
54         }
55         var /= u.size();
56         double dev = std::sqrt(var);
57         skew /= u.size() * dev * var;
58         kurtosis /= u.size() * var * var;
59         kurtosis -= 3;
60         double x_mean = p.mean();
61         double x_var = sqr(p.stddev());
62         double x_skew = 0;
63         double x_kurtosis = 0;
64         assert(std::abs((mean - x_mean) / x_mean) < 0.01);
65         assert(std::abs((var - x_var) / x_var) < 0.01);
66         assert(std::abs(skew - x_skew) < 0.01);
67         assert(std::abs(kurtosis - x_kurtosis) < 0.01);
68     }
69 }
70