STATISTICS-92: TruncatedNormalDistribution rejection-sampler uses incorrect bounds for mirroring checl

[kevinmilner]

Fix for STATISTICS-92. This corrects the rejection sampler mirroring test in TruncatedNormalDistribution to use the standard normal bounds rather than the original bounds.

As is, when mean > 0, lower > 0, lower < mean, and upper > mean, samples are only returned that are > mean. For example, here is the distribution for:

ContinuousDistribution dist = TruncatedNormalDistribution.of(1, 0.1, 0.7, 1.3).createSampler(RandomSource.XO_RO_SHI_RO_128_PP.create(123456l));

The black histogram is the current implementation and the orange histogram is with this fix.

And when mean > 0, lower > 0, lower < mean, and upper < mean, the sampler gets stuck in an infinite loop.

The same is true on the negative side, for example:

ContinuousDistribution dist = TruncatedNormalDistribution.of(-1, 0.1, -1.3, -0.7).createSampler(RandomSource.XO_RO_SHI_RO_128_PP.create(123456l));

The fix is simple. I also added tests that detect the infinite loop cases with a timeout of 1 second; they fail with the current implementation, and pass with the fix. I could add tests for the other cases that don't trigger the infinite loop, for example, to ensure that values on either side of the mean are correctly sampled, but I'm not sure your policy on tests that rely on randomness (even with fixed seeds). The tests that I added demonstrate the issue and cannot suceed with the current implementation. Let me know if you would like any changes!

[aherbert]

Thanks for the fix. I added some test files to the JIRA report that fail the current build. Can you add them to this PR please.

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.70%. Comparing base (d524259) to head (cc66e00).
⚠️ Report is 200 commits behind head on master.

Additional details and impacted files

@@             Coverage Diff              @@
##             master     #125      +/-   ##
============================================
+ Coverage     99.62%   99.70%   +0.08%     
+ Complexity     2441      647    -1794     
============================================
  Files           116      120       +4     
  Lines          6087     6403     +316     
  Branches        951      967      +16     
============================================
+ Hits           6064     6384     +320     
+ Misses           10        6       -4     
  Partials         13       13              

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[kevinmilner]

Added, thanks @aherbert!