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Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/interval/ClopperPearsonInterval.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/interval/ClopperPearsonInterval.java | 58 |
1 files changed, 58 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/interval/ClopperPearsonInterval.java b/src/main/java/org/apache/commons/math3/stat/interval/ClopperPearsonInterval.java new file mode 100644 index 0000000..34a0d57 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/interval/ClopperPearsonInterval.java @@ -0,0 +1,58 @@ +/* + * 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); + } + +} |