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author | Karl Shaffer <karlshaffer@google.com> | 2023-08-11 00:04:18 +0000 |
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committer | Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com> | 2023-08-11 00:04:18 +0000 |
commit | d3fac44428dd0296a04a50c6827e3205b8dbea8a (patch) | |
tree | ace24ba4307d4978ee3134f7da671a77ad172da0 /src/main/java/org/apache/commons/math3/stat/interval/WilsonScoreInterval.java | |
parent | 5df6e262b13a4e2a008638ceea2b1f99db0d2331 (diff) | |
parent | 029d049e490dcd5fa609bb7632b0262d95f1bcce (diff) | |
download | apache-commons-math-android14-qpr2-s1-release.tar.gz |
Check-in commons-math 3.6.1 am: 1354beaf45 am: 0018f64b87 am: b3715644fb am: 5484895ffd am: 029d049e49HEADandroid-14.0.0_r37android-14.0.0_r36android-14.0.0_r35android-14.0.0_r34android-14.0.0_r33android-14.0.0_r32android-14.0.0_r31android-14.0.0_r30android-14.0.0_r29mastermainandroid14-qpr2-s5-releaseandroid14-qpr2-s4-releaseandroid14-qpr2-s3-releaseandroid14-qpr2-s2-releaseandroid14-qpr2-s1-releaseandroid14-qpr2-release
Original change: https://android-review.googlesource.com/c/platform/external/apache-commons-math/+/2702413
Change-Id: I6451550459c6d42417e3214f1db820289d799bc7
Signed-off-by: Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>
Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/interval/WilsonScoreInterval.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/interval/WilsonScoreInterval.java | 52 |
1 files changed, 52 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/interval/WilsonScoreInterval.java b/src/main/java/org/apache/commons/math3/stat/interval/WilsonScoreInterval.java new file mode 100644 index 0000000..9932835 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/interval/WilsonScoreInterval.java @@ -0,0 +1,52 @@ +/* + * 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 Wilson score method for creating a binomial proportion confidence interval. + * + * @see <a + * href="http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Wilson_score_interval"> + * Wilson score interval (Wikipedia)</a> + * @since 3.3 + */ +public class WilsonScoreInterval implements BinomialConfidenceInterval { + + /** {@inheritDoc} */ + public ConfidenceInterval createInterval(int numberOfTrials, int numberOfSuccesses, double confidenceLevel) { + IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel); + final double alpha = (1.0 - confidenceLevel) / 2; + final NormalDistribution normalDistribution = new NormalDistribution(); + final double z = normalDistribution.inverseCumulativeProbability(1 - alpha); + final double zSquared = FastMath.pow(z, 2); + final double mean = (double) numberOfSuccesses / (double) numberOfTrials; + + final double factor = 1.0 / (1 + (1.0 / numberOfTrials) * zSquared); + final double modifiedSuccessRatio = mean + (1.0 / (2 * numberOfTrials)) * zSquared; + final double difference = z * + FastMath.sqrt(1.0 / numberOfTrials * mean * (1 - mean) + + (1.0 / (4 * FastMath.pow(numberOfTrials, 2)) * zSquared)); + + final double lowerBound = factor * (modifiedSuccessRatio - difference); + final double upperBound = factor * (modifiedSuccessRatio + difference); + return new ConfidenceInterval(lowerBound, upperBound, confidenceLevel); + } + +} |