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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.FDistribution;
+
+/**
+ * Implements the Clopper-Pearson method for creating a binomial proportion confidence interval.
+ *
+ * @see <a
+ * href="http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Clopper-Pearson_interval">
+ * Clopper-Pearson interval (Wikipedia)</a>
+ * @since 3.3
+ */
+public class ClopperPearsonInterval implements BinomialConfidenceInterval {
+
+ /** {@inheritDoc} */
+ public ConfidenceInterval createInterval(int numberOfTrials, int numberOfSuccesses,
+ double confidenceLevel) {
+ IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
+ double lowerBound = 0;
+ double upperBound = 0;
+ final double alpha = (1.0 - confidenceLevel) / 2.0;
+
+ final FDistribution distributionLowerBound = new FDistribution(2 * (numberOfTrials - numberOfSuccesses + 1),
+ 2 * numberOfSuccesses);
+ final double fValueLowerBound = distributionLowerBound.inverseCumulativeProbability(1 - alpha);
+ if (numberOfSuccesses > 0) {
+ lowerBound = numberOfSuccesses /
+ (numberOfSuccesses + (numberOfTrials - numberOfSuccesses + 1) * fValueLowerBound);
+ }
+
+ final FDistribution distributionUpperBound = new FDistribution(2 * (numberOfSuccesses + 1),
+ 2 * (numberOfTrials - numberOfSuccesses));
+ final double fValueUpperBound = distributionUpperBound.inverseCumulativeProbability(1 - alpha);
+ if (numberOfSuccesses > 0) {
+ upperBound = (numberOfSuccesses + 1) * fValueUpperBound /
+ (numberOfTrials - numberOfSuccesses + (numberOfSuccesses + 1) * fValueUpperBound);
+ }
+
+ return new ConfidenceInterval(lowerBound, upperBound, confidenceLevel);
+ }
+
+}