public void InverseDistributionFunctionTest()
{
double[] expected =
{
Double.NegativeInfinity, -4.38252, -2.53481, -1.20248,
-0.0640578, 1.0, 2.06406, 3.20248, 4.53481, 6.38252,
Double.PositiveInfinity
};
NormalDistribution target = new NormalDistribution(1.0, 4.2);
for (int i = 0; i < expected.Length; i++)
{
double x = i / 10.0;
double actual = target.InverseDistributionFunction(x);
Assert.AreEqual(expected[i], actual, 1e-5);
Assert.IsFalse(Double.IsNaN(actual));
}
}