statistics-0.14.0.2: A library of statistical types, data, and functions

Statistics.ConfidenceInt

Contents

Description

Calculation of confidence intervals

Synopsis

# Documentation

Calculate confidence intervals for Poisson-distributed value for single measurement. These are exact confidence intervals

Calculate confidence intervals for Poisson-distributed value using normal approximation

Arguments

 :: CL Double -> Int Number of trials -> Int Number of successes -> Estimate ConfInt Double

Clopper-Pearson confidence interval also known as exact confidence intervals.

Arguments

 :: Int Number of trials -> Int Number of successes -> Estimate NormalErr Double

Calculate confidence interval using normal approximation. Note that this approximation breaks down when p is either close to 0 or to 1. In particular if np < 5 or 1 - np < 5 this approximation shouldn't be used.

# References

• Clopper, C.; Pearson, E. S. (1934). "The use of confidence or fiducial limits illustrated in the case of the binomial". Biometrika 26: 404–413. doi:10.1093biomet26.4.404
• Brown, Lawrence D.; Cai, T. Tony; DasGupta, Anirban (2001). "Interval Estimation for a Binomial Proportion". Statistical Science 16 (2): 101–133. doi:10.1214ss1009213286. MR 1861069. Zbl 02068924.