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With inspiration from other libraries
/*
* 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
*/
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);
}
}
}