def test_mean_percentile():
zscores = np.random.randn(100)
normcdf = StatsConventions._normcdf_function()
norminv = StatsConventions._norminv_function()
p = [normcdf(z) for z in zscores]
avg_p = StatsConventions.zmean_percentile(p)
implied_avg = norminv(avg_p)
actual_avg = np.mean(zscores)
assert abs(implied_avg - actual_avg) < 1e-4
def test_cdf_invcdf():
normcdf = StatsConventions._normcdf_function()
norminv = StatsConventions._norminv_function()
for x in np.random.randn(100):
x1 = norminv(normcdf(x))
assert abs(x - x1) < 1e-4