@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); } }