summaryrefslogtreecommitdiff
path: root/src/main/java/org/apache/commons/math3/stat/interval/AgrestiCoullInterval.java
diff options
context:
space:
mode:
Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/interval/AgrestiCoullInterval.java')
-rw-r--r--src/main/java/org/apache/commons/math3/stat/interval/AgrestiCoullInterval.java48
1 files changed, 48 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/interval/AgrestiCoullInterval.java b/src/main/java/org/apache/commons/math3/stat/interval/AgrestiCoullInterval.java
new file mode 100644
index 0000000..b71c718
--- /dev/null
+++ b/src/main/java/org/apache/commons/math3/stat/interval/AgrestiCoullInterval.java
@@ -0,0 +1,48 @@
+/*
+ * 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 Agresti-Coull method for creating a binomial proportion confidence interval.
+ *
+ * @see <a
+ * href="http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Agresti-Coull_Interval">
+ * Agresti-Coull interval (Wikipedia)</a>
+ * @since 3.3
+ */
+public class AgrestiCoullInterval 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 modifiedNumberOfTrials = numberOfTrials + zSquared;
+ final double modifiedSuccessesRatio = (1.0 / modifiedNumberOfTrials) * (numberOfSuccesses + 0.5 * zSquared);
+ final double difference = z *
+ FastMath.sqrt(1.0 / modifiedNumberOfTrials * modifiedSuccessesRatio *
+ (1 - modifiedSuccessesRatio));
+ return new ConfidenceInterval(modifiedSuccessesRatio - difference, modifiedSuccessesRatio + difference,
+ confidenceLevel);
+ }
+
+}