Confidence Test
Test Purpose
The test checks how well each output member corresponds to the valid range of possible values. For example, for an exponential distribution with parameters
a
and
b
all the output members xi
should lie within the range
a ≤ x
. A value
i
< ∞x
< 1 is impossible, that is, the fact that the variate
i
X
of exponential distribution with parameters
a
and
b
acquires a value less than
a
is an impossible event (not to be confused with a null event). Any output member lying outside the valid range causes an error.
Such a test is necessary because statistical tests (for example, distribution moments test or chi-square test) cannot detect a small number (if compared with the total sample size) of
x
values falling outside the valid range.
i
Interpreting Final Results
The test gives a certain quantity
K
of random numbers that lie outside the valid range of values. The test is considered passed, if
K
= 0, and failed otherwise.