NormalApproximationInterval.java

  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. import org.apache.commons.statistics.distribution.NormalDistribution;
  19. import org.apache.commons.math4.core.jdkmath.JdkMath;

  20. /**
  21.  * Implements the normal approximation method for creating a binomial proportion confidence interval.
  22.  *
  23.  * @see <a
  24.  *      href="http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Normal_approximation_interval">
  25.  *      Normal approximation interval (Wikipedia)</a>
  26.  * @since 3.3
  27.  */
  28. public class NormalApproximationInterval implements BinomialConfidenceInterval {

  29.     /** {@inheritDoc} */
  30.     @Override
  31.     public ConfidenceInterval createInterval(int numberOfTrials, int numberOfSuccesses,
  32.                                              double confidenceLevel) {
  33.         IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
  34.         final double mean = (double) numberOfSuccesses / (double) numberOfTrials;
  35.         final double alpha = (1.0 - confidenceLevel) / 2;
  36.         final NormalDistribution normalDistribution = NormalDistribution.of(0, 1);
  37.         final double difference = normalDistribution.inverseSurvivalProbability(alpha) *
  38.                                   JdkMath.sqrt(1.0 / numberOfTrials * mean * (1 - mean));
  39.         return new ConfidenceInterval(mean - difference, mean + difference, confidenceLevel);
  40.     }
  41. }