/*
 * 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
/** * Represents an interval estimate of a population parameter. * * @since 3.3 */
public class ConfidenceInterval {
Lower endpoint of the interval
/** Lower endpoint of the interval */
private double lowerBound;
Upper endpoint of the interval
/** Upper endpoint of the interval */
private double upperBound;
The asserted probability that the interval contains the population parameter
/** * The asserted probability that the interval contains the population * parameter */
private double confidenceLevel;
Create a confidence interval with the given bounds and confidence level.

Preconditions:

  • lower must be strictly less than upper
  • confidenceLevel must be strictly between 0 and 1 (exclusive)

Params:
  • lowerBound – lower endpoint of the interval
  • upperBound – upper endpoint of the interval
  • confidenceLevel – coverage probability
Throws:
/** * 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; }
Returns:the lower endpoint of the interval
/** * @return the lower endpoint of the interval */
public double getLowerBound() { return lowerBound; }
Returns:the upper endpoint of the interval
/** * @return the upper endpoint of the interval */
public double getUpperBound() { return upperBound; }
Returns:the asserted probability that the interval contains the population parameter
/** * @return the asserted probability that the interval contains the * population parameter */
public double getConfidenceLevel() { return confidenceLevel; }
Returns:String representation of the confidence interval
/** * @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.
Params:
  • lower – lower endpoint
  • upper – upper endpoint
  • confidence – confidence level
/** * 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); } } }