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Diffstat (limited to 'src/main/java/org/apache/commons/math3/stat/interval/ConfidenceInterval.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/stat/interval/ConfidenceInterval.java | 109 |
1 files changed, 109 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/stat/interval/ConfidenceInterval.java b/src/main/java/org/apache/commons/math3/stat/interval/ConfidenceInterval.java new file mode 100644 index 0000000..0147c8c --- /dev/null +++ b/src/main/java/org/apache/commons/math3/stat/interval/ConfidenceInterval.java @@ -0,0 +1,109 @@ +/* + * 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.exception.MathIllegalArgumentException; +import org.apache.commons.math3.exception.util.LocalizedFormats; + +/** + * Represents an interval estimate of a population parameter. + * + * @since 3.3 + */ +public class ConfidenceInterval { + + /** Lower endpoint of the interval */ + private double lowerBound; + + /** Upper endpoint of the interval */ + private double upperBound; + + /** + * The asserted probability that the interval contains the population + * parameter + */ + private double confidenceLevel; + + /** + * Create a confidence interval with the given bounds and confidence level. + * <p> + * Preconditions: + * <ul> + * <li>{@code lower} must be strictly less than {@code upper}</li> + * <li>{@code confidenceLevel} must be strictly between 0 and 1 (exclusive)</li> + * </ul> + * </p> + * + * @param lowerBound lower endpoint of the interval + * @param upperBound upper endpoint of the interval + * @param confidenceLevel coverage probability + * @throws MathIllegalArgumentException if the preconditions are not met + */ + public ConfidenceInterval(double lowerBound, double upperBound, double confidenceLevel) { + checkParameters(lowerBound, upperBound, confidenceLevel); + this.lowerBound = lowerBound; + this.upperBound = upperBound; + this.confidenceLevel = confidenceLevel; + } + + /** + * @return the lower endpoint of the interval + */ + public double getLowerBound() { + return lowerBound; + } + + /** + * @return the upper endpoint of the interval + */ + public double getUpperBound() { + return upperBound; + } + + /** + * @return the asserted probability that the interval contains the + * population parameter + */ + public double getConfidenceLevel() { + return confidenceLevel; + } + + /** + * @return String representation of the confidence interval + */ + @Override + public String toString() { + return "[" + lowerBound + ";" + upperBound + "] (confidence level:" + confidenceLevel + ")"; + } + + /** + * Verifies that (lower, upper) is a valid non-empty interval and confidence + * is strictly between 0 and 1. + * + * @param lower lower endpoint + * @param upper upper endpoint + * @param confidence confidence level + */ + private void checkParameters(double lower, double upper, double confidence) { + if (lower >= upper) { + throw new MathIllegalArgumentException(LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND, lower, upper); + } + if (confidence <= 0 || confidence >= 1) { + throw new MathIllegalArgumentException(LocalizedFormats.OUT_OF_BOUNDS_CONFIDENCE_LEVEL, confidence, 0, 1); + } + } +} |