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* 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,
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* See the License for the specific language governing permissions and
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*/
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: - MathIllegalArgumentException – if the preconditions are not met
/**
* 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);
}
}
}