summaryrefslogtreecommitdiff
path: root/src/main/java/org/apache/commons/math3/stat/interval/ConfidenceInterval.java
diff options
context:
space:
mode:
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.java109
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);
+ }
+ }
+}