コード例 #1
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        public double[] EstimateInterval(Estimate e)
        {
            double z   = NormalConfidenceEstimator.Quantile((1.0 - this._confidence) / 2.0);
            double len = Math.Abs(z * Math.Sqrt(e.Variance));

            return(new double[] { e.Expectation - len, e.Expectation + len });
        }
コード例 #2
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        protected static double Quantile(double p)
        {
            // From http://www.johndcook.com/csharp_phi_inverse.html

            if (p <= 0.0 || p >= 1.0)
            {
                string msg = String.Format("Invalid input argument: {0}.", p);
                throw new ArgumentOutOfRangeException(msg);
            }

            // See article above for explanation of this section.
            if (p < 0.5)
            {
                // F^-1(p) = - G^-1(p)
                return(-NormalConfidenceEstimator.RationalApproximation(Math.Sqrt(-2.0 * Math.Log(p))));
            }
            else
            {
                // F^-1(p) = G^-1(1-p)
                return(NormalConfidenceEstimator.RationalApproximation(Math.Sqrt(-2.0 * Math.Log(1.0 - p))));
            }
        }
コード例 #3
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 public double EstimateAbsoluteConfidence(Estimate e)
 {
     return(1.0 - 2 * NormalConfidenceEstimator.CDF(-this._sizeAbs / Math.Sqrt(e.Variance)));
 }
コード例 #4
0
 public double EstimateRelativeConfidence(Estimate e)
 {
     return(NormalConfidenceEstimator.CDF((e.Expectation - this._sizeRel) / Math.Sqrt(e.Variance)));
 }