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Tighten the error tolerance requirement by 100x (grpc#26588)
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* Tighten the error tolerance requirement by 10x

* Make it 5 sigma instead of 4.5

* Rewrap comments
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lidizheng authored Jul 1, 2021
1 parent 3e19bab commit f835f3f
Showing 1 changed file with 12 additions and 15 deletions.
27 changes: 12 additions & 15 deletions test/cpp/end2end/xds_end2end_test.cc
Original file line number Diff line number Diff line change
Expand Up @@ -1615,28 +1615,25 @@ grpc_millis NowFromCycleCounter() {
return grpc_cycle_counter_to_millis_round_up(now);
}

// Returns the number of RPCs needed to pass error_tolerance at 99.995% chance.
// Rolling dices in drop/fault-injection generates a binomial distribution (if
// our code is not horribly wrong). Let's make "n" the number of samples, "p"
// the probabilty. If we have np>5 & n(1-p)>5, we can approximately treat the
// binomial distribution as a normal distribution.
// Returns the number of RPCs needed to pass error_tolerance at 99.99994%
// chance. Rolling dices in drop/fault-injection generates a binomial
// distribution (if our code is not horribly wrong). Let's make "n" the number
// of samples, "p" the probabilty. If we have np>5 & n(1-p)>5, we can
// approximately treat the binomial distribution as a normal distribution.
//
// For normal distribution, we can easily look up how many standard deviation we
// need to reach 99.995%. Based on Wiki's table
// https://en.wikipedia.org/wiki/Standard_normal_table, we need 4.00 sigma
// (standard deviation) to cover the probability area of 99.995%. In another
// word, for a sample with size "n" probability "p" error-tolerance "k", we want
// the error always land within 4.00 sigma. The sigma of binominal distribution
// and be computed as sqrt(np(1-p)). Hence, we have the equation:
// https://en.wikipedia.org/wiki/68%E2%80%9395%E2%80%9399.7_rule, we need 5.00
// sigma (standard deviation) to cover the probability area of 99.99994%. In
// another word, for a sample with size "n" probability "p" error-tolerance "k",
// we want the error always land within 5.00 sigma. The sigma of binominal
// distribution and be computed as sqrt(np(1-p)). Hence, we have the equation:
//
// kn <= 4.00 * sqrt(np(1-p))
//
// E.g., with p=0.5 k=0.1, n >= 400; with p=0.5 k=0.05, n >= 1600; with p=0.5
// k=0.01, n >= 40000.
// kn <= 5.00 * sqrt(np(1-p))
size_t ComputeIdealNumRpcs(double p, double error_tolerance) {
GPR_ASSERT(p >= 0 && p <= 1);
size_t num_rpcs =
ceil(p * (1 - p) * 4.00 * 4.00 / error_tolerance / error_tolerance);
ceil(p * (1 - p) * 5.00 * 5.00 / error_tolerance / error_tolerance);
gpr_log(GPR_INFO,
"Sending %" PRIuPTR " RPCs for percentage=%.3f error_tolerance=%.3f",
num_rpcs, p, error_tolerance);
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