diff --git a/test/CDB_StatsTest.sql b/test/CDB_StatsTest.sql new file mode 100644 index 0000000..2bcbf69 --- /dev/null +++ b/test/CDB_StatsTest.sql @@ -0,0 +1,17 @@ +-- 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 \ No newline at end of file diff --git a/test/CDB_StatsTest_expect b/test/CDB_StatsTest_expect new file mode 100644 index 0000000..c1a8116 --- /dev/null +++ b/test/CDB_StatsTest_expect @@ -0,0 +1 @@ +true|true