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.FDistribution;
20
21 /**
22 * Implements the Clopper-Pearson method for creating a binomial proportion confidence interval.
23 *
24 * @see <a
25 * href="http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Clopper-Pearson_interval">
26 * Clopper-Pearson interval (Wikipedia)</a>
27 * @since 3.3
28 */
29 public class ClopperPearsonInterval implements BinomialConfidenceInterval {
30
31 /** {@inheritDoc} */
32 @Override
33 public ConfidenceInterval createInterval(int numberOfTrials,
34 int numberOfSuccesses,
35 double confidenceLevel) {
36 IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
37 double lowerBound = 0;
38 double upperBound = 1;
39
40 final double alpha = 0.5 * (1 - confidenceLevel);
41
42 if (numberOfSuccesses > 0) {
43 final FDistribution distributionLowerBound = FDistribution.of(2.0 * (numberOfTrials - numberOfSuccesses + 1),
44 2.0 * numberOfSuccesses);
45 final double fValueLowerBound = distributionLowerBound.inverseSurvivalProbability(alpha);
46 lowerBound = numberOfSuccesses /
47 (numberOfSuccesses + (numberOfTrials - numberOfSuccesses + 1) * fValueLowerBound);
48 }
49
50 if (numberOfSuccesses < numberOfTrials) {
51 final FDistribution distributionUpperBound = FDistribution.of(2.0 * (numberOfSuccesses + 1),
52 2.0 * (numberOfTrials - numberOfSuccesses));
53 final double fValueUpperBound = distributionUpperBound.inverseSurvivalProbability(alpha);
54 upperBound = (numberOfSuccesses + 1) * fValueUpperBound /
55 (numberOfTrials - numberOfSuccesses + (numberOfSuccesses + 1) * fValueUpperBound);
56 }
57
58 return new ConfidenceInterval(lowerBound, upperBound, confidenceLevel);
59 }
60 }