sql

lib/sql/test/CDB_StatsTest.sql

@@ -0,0 +1,13 @@
+-- continuous uniform distribution has kurtosis = -6/5, skewness = 0.0
+-- http://mathworld.wolfram.com/UniformDistribution.html
+set client_min_messages to ERROR;
+
+WITH dist AS (
+  SELECT generate_series(0,10000)::numeric / 10000.0 i
+)
+SELECT
+  abs(CDB_Kurtosis(array_agg(i)) + 1.2) < 1e-3 AS kurtosis,
+  abs(CDB_Skewness(array_agg(i))) < 1e-3 AS skewness
+FROM dist;
+
+set client_min_messages to NOTICE;