Check-in commons-math 3.6.1 am: 1354beaf45 am: 0018f64b87 am: b3715644fb am: 5484895ffd

Original change: https://android-review.googlesource.com/c/platform/external/apache-commons-math/+/2702413

Change-Id: Idb04c8014ec76e9930d6d0aa22dac3b0b54333c8
Signed-off-by: Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>

1 files changed, 44 insertions, 0 deletions

diff --git a/src/main/java/org/apache/commons/math3/stat/interval/NormalApproximationInterval.java b/src/main/java/org/apache/commons/math3/stat/interval/NormalApproximationInterval.java
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+/*
+ * 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.math3.stat.interval;
+
+import org.apache.commons.math3.distribution.NormalDistribution;
+import org.apache.commons.math3.util.FastMath;
+
+/**
+ * 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} */
+    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 = new NormalDistribution();
+        final double difference = normalDistribution.inverseCumulativeProbability(1 - alpha) *
+                                  FastMath.sqrt(1.0 / numberOfTrials * mean * (1 - mean));
+        return new ConfidenceInterval(mean - difference, mean + difference, confidenceLevel);
+    }
+
+}