1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * http://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 package org.apache.commons.math4.legacy.stat.interval; 18 19 import org.apache.commons.statistics.distribution.NormalDistribution; 20 import org.apache.commons.math4.core.jdkmath.JdkMath; 21 22 /** 23 * Implements the normal approximation method for creating a binomial proportion confidence interval. 24 * 25 * @see <a 26 * href="http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Normal_approximation_interval"> 27 * Normal approximation interval (Wikipedia)</a> 28 * @since 3.3 29 */ 30 public class NormalApproximationInterval implements BinomialConfidenceInterval { 31 32 /** {@inheritDoc} */ 33 @Override 34 public ConfidenceInterval createInterval(int numberOfTrials, int numberOfSuccesses, 35 double confidenceLevel) { 36 IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel); 37 final double mean = (double) numberOfSuccesses / (double) numberOfTrials; 38 final double alpha = (1.0 - confidenceLevel) / 2; 39 final NormalDistribution normalDistribution = NormalDistribution.of(0, 1); 40 final double difference = normalDistribution.inverseSurvivalProbability(alpha) * 41 JdkMath.sqrt(1.0 / numberOfTrials * mean * (1 - mean)); 42 return new ConfidenceInterval(mean - difference, mean + difference, confidenceLevel); 43 } 44 }