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 }