gov.sandia.cognition.statistics.method

Interface ConfidenceIntervalEvaluator<DataType>

Type Parameters:

DataType - The type of data to compute the confidence interval over.

All Known Implementing Classes:

BernoulliConfidence, ChebyshevInequality, GaussianConfidence, MarkovInequality, StudentTConfidence

public interface ConfidenceIntervalEvaluator<DataType>

Computes a confidence interval for a given dataset and confidence (power) level

Since:

2.0

Author:

Kevin R. Dixon

Method Summary

Modifier and Type	Method and Description
ConfidenceInterval	computeConfidenceInterval(DataType data, double confidence) Computes a confidence interval for a given dataset and confidence (power) level
ConfidenceInterval	computeConfidenceInterval(double mean, double variance, int numSamples, double confidence) Computes the confidence interval given the mean and variance of the samples, number of samples, and corresponding confidence interval

Method Detail

computeConfidenceInterval

ConfidenceInterval computeConfidenceInterval(DataType data,
                                             double confidence)

Computes a confidence interval for a given dataset and confidence (power) level

Parameters:

data - Dataset to use to compute the ConfidenceInterval

confidence - Confidence level (power, 1-pvalue) for the ConfidenceInterval, must be on the interval (0,1]

Returns:

ConfidenceInterval describing the range of values that contain the estimate for the given confidence level

computeConfidenceInterval

ConfidenceInterval computeConfidenceInterval(double mean,
                                             double variance,
                                             int numSamples,
                                             double confidence)

Computes the confidence interval given the mean and variance of the samples, number of samples, and corresponding confidence interval

Parameters:

mean - Mean of the distribution.

variance - Variance of the distribution.

numSamples - Number of samples in the underlying data

confidence - Confidence value to assume for the ConfidenceInterval

Returns:

ConfidenceInterval capturing the range of the mean of the data at the desired level of confidence