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Statistical sampling library for use in virtdata libraries, based on apache commons math 4

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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.math4.stat.interval;

import org.apache.commons.math4.exception.MathIllegalArgumentException;
import org.apache.commons.math4.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.
     * 

* Preconditions: *

    *
  • {@code lower} must be strictly less than {@code upper}
  • *
  • {@code confidenceLevel} must be strictly between 0 and 1 (exclusive)
  • *
* * @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); } } }




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