/** {@inheritDoc} */
public ConfidenceInterval createInterval(
int numberOfTrials, int numberOfSuccesses, double confidenceLevel) {
IntervalUtils.checkParameters(numberOfTrials, numberOfSuccesses, confidenceLevel);
final double alpha = (1.0 - confidenceLevel) / 2;
final NormalDistribution normalDistribution = new NormalDistribution();
final double z = normalDistribution.inverseCumulativeProbability(1 - alpha);
final double zSquared = FastMath.pow(z, 2);
final double mean = (double) numberOfSuccesses / (double) numberOfTrials;
final double factor = 1.0 / (1 + (1.0 / numberOfTrials) * zSquared);
final double modifiedSuccessRatio = mean + (1.0 / (2 * numberOfTrials)) * zSquared;
final double difference =
z
* FastMath.sqrt(
1.0 / numberOfTrials * mean * (1 - mean)
+ (1.0 / (4 * FastMath.pow(numberOfTrials, 2)) * zSquared));
final double lowerBound = factor * (modifiedSuccessRatio - difference);
final double upperBound = factor * (modifiedSuccessRatio + difference);
return new ConfidenceInterval(lowerBound, upperBound, confidenceLevel);
}
public static double normalInverseCDF(double pValue, double mean, double sigma) {
NormalDistribution normDist = new NormalDistribution(mean, sigma);
double ret = normDist.inverseCumulativeProbability(pValue);
return ret;
}