Matt Stephanson 76aa042dde
[libc++] Adjust some of the [rand.dist] critical values that are too strict (#88669)
Adjust some of the [rand.dist] critical values that are too strict

- Most critical values are determined empirically by running each test
51
times with a different PRNG seed and finding the smallest symmetric
interval
around the median that contains 90% of the sample means, variances, etc.

- For the Kolmogorov-Smirnov tests, the alpha=0.1 critical value for
large N
   is 1.224/sqrt(N).

- For normally distributed variates, the sample kurtosis is distributed
as
   Normal(0, 24/N). For N=1e5, this gives a 90% confidence interval of
0+/-0.0255. For Binomial(40, 0.25), which is approximately normal, the
   kurtosis is -0.0167, so the relative 90% CI is large, on the order of
0.0255/0.0167 = 153%. In most cases the distribution of the sample
kurtosis
isn't known analytically, but similarly large relative tolerances can be
   expected if the kurtosis is near zero.
2024-05-04 13:59:38 +02:00
..