ClopperPearsonInterval.java
- /*
- * Licensed to the Apache Software Foundation (ASF) under one or more
- * contributor license agreements. See the NOTICE file distributed with
- * this work for additional information regarding copyright ownership.
- * The ASF licenses this file to You under the Apache License, Version 2.0
- * (the "License"); you may not use this file except in compliance with
- * the License. You may obtain a copy of the License at
- *
- * http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
- */
- package org.apache.commons.math4.legacy.stat.interval;
- import org.apache.commons.statistics.distribution.FDistribution;
- /**
- * Implements the Clopper-Pearson method for creating a binomial proportion confidence interval.
- *
- * @see <a
- * href="http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Clopper-Pearson_interval">
- * Clopper-Pearson interval (Wikipedia)</a>
- * @since 3.3
- */
- public class ClopperPearsonInterval implements BinomialConfidenceInterval {
- /** {@inheritDoc} */
- @Override
- public ConfidenceInterval createInterval(int numberOfTrials,
- int numberOfSuccesses,
- double confidenceLevel) {
- IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
- double lowerBound = 0;
- double upperBound = 1;
- final double alpha = 0.5 * (1 - confidenceLevel);
- if (numberOfSuccesses > 0) {
- final FDistribution distributionLowerBound = FDistribution.of(2.0 * (numberOfTrials - numberOfSuccesses + 1),
- 2.0 * numberOfSuccesses);
- final double fValueLowerBound = distributionLowerBound.inverseSurvivalProbability(alpha);
- lowerBound = numberOfSuccesses /
- (numberOfSuccesses + (numberOfTrials - numberOfSuccesses + 1) * fValueLowerBound);
- }
- if (numberOfSuccesses < numberOfTrials) {
- final FDistribution distributionUpperBound = FDistribution.of(2.0 * (numberOfSuccesses + 1),
- 2.0 * (numberOfTrials - numberOfSuccesses));
- final double fValueUpperBound = distributionUpperBound.inverseSurvivalProbability(alpha);
- upperBound = (numberOfSuccesses + 1) * fValueUpperBound /
- (numberOfTrials - numberOfSuccesses + (numberOfSuccesses + 1) * fValueUpperBound);
- }
- return new ConfidenceInterval(lowerBound, upperBound, confidenceLevel);
- }
- }