adding tests

This commit is contained in:
Andy Eschbacher 2015-09-02 22:19:07 -04:00
parent 14e2a65523
commit 07280321ab
2 changed files with 18 additions and 0 deletions

17
test/CDB_StatsTest.sql Normal file
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-- continuous uniform distribution has kurtosis = -6/5, skewness = 0.0
-- http://mathworld.wolfram.com/UniformDistribution.html
With dist As (
SELECT random() As val
FROM generate_series(1,5000000) t
),
m As (
SELECT avg(val) mn, count(*) cnt, stddev(val) s
FROM dist
)
SELECT
abs(sum(power(mn - val,4)) / ( cnt * power(s,4)) - 3 + 1.20) < 1e-3 As kurtosis,
abs(sum(power(mn - val,3)) / ( cnt * power(s,3))) < 1e-3 As skewness
FROM dist, m
GROUP BY m.cnt, m.mn, m.s

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true|true