@Test
public void testNormal() {
final ProbabilityDistribution<Double> highDOF = new StudentTDistribution(1000000, ENGINE);
final ProbabilityDistribution<Double> normal = new NormalDistribution(0, 1, ENGINE);
final double eps = 1e-4;
double x;
for (int i = 0; i < 100; i++) {
x = RANDOM.nextDouble();
assertEquals(highDOF.getCDF(x), normal.getCDF(x), eps);
assertEquals(highDOF.getPDF(x), normal.getPDF(x), eps);
assertEquals(highDOF.getInverseCDF(x), normal.getInverseCDF(x), eps);
}
}
