test_montecarlo.py 文件源码

def test_mc_normal():
    """kstest returns:

              1. KS statistic
              2. pvalue

    if pvalue > 0.05 (5%) we accept the null hypothesis:

    H0: our random variable from simulation follow the distribution with
        the parameters obtained from 'stats.dist.fit'.             

    """
    x = montecarlo.normal(1000, 0, 1)
    ks = stats.kstest(x, 'norm', stats.norm.fit(x))
    assert ks[1] > .05