de.tud.kom.p2psim.impl.util.stats.ConfidenceInterval.java Source code

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Here is the source code for de.tud.kom.p2psim.impl.util.stats.ConfidenceInterval.java

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/*
 * Copyright (c) 2005-2011 KOM - Multimedia Communications Lab
 *
 * This file is part of PeerfactSim.KOM.
 * 
 * PeerfactSim.KOM is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * any later version.
 * 
 * PeerfactSim.KOM is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 * 
 * You should have received a copy of the GNU General Public License
 * along with PeerfactSim.KOM.  If not, see <http://www.gnu.org/licenses/>.
 *
 */

package de.tud.kom.p2psim.impl.util.stats;

import org.apache.commons.math.MathException;
import org.apache.commons.math.distribution.DistributionFactory;
import org.apache.commons.math.distribution.TDistribution;

/**
 * As it is not possible to get a perfect estimate of the population mean from
 * any finite number of finite size samples, it is necessary to calculate
 * probabilistic bounds. The best we can do is to get the probibilistic bounds,
 * for instance, x1 and x2, such that there is a high probability, 1 - alpha,
 * that the population mean is in the interval (x1, x2) which is also referred
 * to as the confidence interval for the population mean. Alpha denots the
 * significance level (expressed as a fraction), 100(1-alpha) the confidence
 * level (expressed as percentage) and 1-a is called the confidence coefficient.
 * 
 * @author Sebastian Kaune <peerfact@kom.tu-darmstadt.de>
 * @author Konstantin Pussep
 * @version 3.0, 12/06/2007
 * 
 */
public class ConfidenceInterval {

    /**
     * Returns the delta between the mean and the lower(x1)/upper(x2) bound as
     * positive number. That is, the probabilistic bounds of x1 and x2 are given
     * by x1 <= mean <= x2 <=> mean-delta <= mean <= mean + delta
     * 
     * @param sdev
     *            the given standard deviation
     * @param n
     *            the given sample size
     * @param alpha
     *            the given significance level
     * @return the upper/lower bound as positiv number
     */
    public static double getDeltaBound(double sdev, int n, double alpha) {
        TDistribution tDist = DistributionFactory.newInstance().createTDistribution(n - 1);
        double errorConfCoeff = 1d - (alpha / 2);
        double delta;
        try {
            double t = Math.abs(tDist.inverseCumulativeProbability(errorConfCoeff));
            delta = t * sdev / Math.sqrt(n);
        } catch (MathException e) {
            throw new IllegalStateException(e);
        }
        return delta;
    }
}