Statistics.ConfidenceInt

Calculation of confidence intervals

Documentation

poissonCI :: CL Double -> Int -> Estimate ConfInt Double

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

poissonNormalCI :: Int -> Estimate NormalErr Double

Calculate confidence intervals for Poisson-distributed value using normal approximation

binomialCI

Arguments

:: CL Double

-> Int

Number of trials

-> Int

Number of successes

-> Estimate ConfInt Double

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

naiveBinomialCI

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.