public ConfidenceInterval(double estimation, double lower, double upper, ConfidenceLevel confidenceLevel)
{
Estimation = estimation;
Lower = lower;
Upper = upper;
ConfidenceLevel = confidenceLevel;
}
/// <summary>
/// Calculates Z value (z-star) for confidence interval
/// </summary>
/// <param name="level">ConfidenceLevel for a confidence interval</param>
/// <param name="n">Sample size (n >= 3)</param>
public static double GetZValue(this ConfidenceLevel level, int n)
{
if (n <= 1)
{
throw new ArgumentOutOfRangeException(nameof(n), "n should be >= 2");
}
return(StudentDistribution.InverseTwoTailStudent(1 - level.ToPercent(), n - 1));
}
public ConfidenceInterval GetConfidenceInterval(ConfidenceLevel confidenceLevel)
{
if (DegreeOfFreedom <= 0)
{
return(new ConfidenceInterval(Estimation, double.NaN, double.NaN, confidenceLevel));
}
double margin = StandardError * GetZLevel(confidenceLevel);
return(new ConfidenceInterval(Estimation, Estimation - margin, Estimation + margin, confidenceLevel));
}
public static string ToPercentStr(this ConfidenceLevel level)
{
string s = level.ToString().Substring(1);
if (s.Length > 2)
{
s = s.Substring(0, 2) + "." + s.Substring(2);
}
return(s + "%");
}
private double GetZLevel(ConfidenceLevel confidenceLevel)
{
double x = 1 - (1 - confidenceLevel) / 2;
return(new StudentDistribution(DegreeOfFreedom).Quantile(x));
}
[PublicAPI] public static double ToPercent(this ConfidenceLevel level)
{
(int value, int digits) = ConfidenceLevelDetails[level];
return(value / Math.Pow(10, digits));
}
public ConfidenceInterval GetConfidenceInterval(ConfidenceLevel confidenceLevel)
{
double margin = StandardError * GetZLevel(confidenceLevel);
return(new ConfidenceInterval(Estimation, Estimation - margin, Estimation + margin, confidenceLevel));
}