NormalApproximationInterval.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.NormalDistribution;
- import org.apache.commons.math4.core.jdkmath.JdkMath;
- /**
- * Implements the normal approximation method for creating a binomial proportion confidence interval.
- *
- * @see <a
- * href="http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Normal_approximation_interval">
- * Normal approximation interval (Wikipedia)</a>
- * @since 3.3
- */
- public class NormalApproximationInterval implements BinomialConfidenceInterval {
- /** {@inheritDoc} */
- @Override
- public ConfidenceInterval createInterval(int numberOfTrials, int numberOfSuccesses,
- double confidenceLevel) {
- IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
- final double mean = (double) numberOfSuccesses / (double) numberOfTrials;
- final double alpha = (1.0 - confidenceLevel) / 2;
- final NormalDistribution normalDistribution = NormalDistribution.of(0, 1);
- final double difference = normalDistribution.inverseSurvivalProbability(alpha) *
- JdkMath.sqrt(1.0 / numberOfTrials * mean * (1 - mean));
- return new ConfidenceInterval(mean - difference, mean + difference, confidenceLevel);
- }
- }