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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.NormalDistribution;
+import org.apache.commons.math3.util.FastMath;
+
+/**
+ * Implements the normal approximation method for creating a binomial proportion confidence interval.
+ *
+ * @see <a
+ * href="http://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Normal_approximation_interval">
+ * Normal approximation interval (Wikipedia)</a>
+ * @since 3.3
+ */
+public class NormalApproximationInterval implements BinomialConfidenceInterval {
+
+ /** {@inheritDoc} */
+ public ConfidenceInterval createInterval(int numberOfTrials, int numberOfSuccesses,
+ double confidenceLevel) {
+ IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
+ final double mean = (double) numberOfSuccesses / (double) numberOfTrials;
+ final double alpha = (1.0 - confidenceLevel) / 2;
+ final NormalDistribution normalDistribution = new NormalDistribution();
+ final double difference = normalDistribution.inverseCumulativeProbability(1 - alpha) *
+ FastMath.sqrt(1.0 / numberOfTrials * mean * (1 - mean));
+ return new ConfidenceInterval(mean - difference, mean + difference, confidenceLevel);
+ }
+
+}