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145 lines
5.2 KiB
C++
145 lines
5.2 KiB
C++
// Copyright John Maddock 2006
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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#ifdef _MSC_VER
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# pragma warning(disable: 4512) // assignment operator could not be generated.
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# pragma warning(disable: 4510) // default constructor could not be generated.
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# pragma warning(disable: 4610) // can never be instantiated - user defined constructor required.
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#endif
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#include <iostream>
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#include <iomanip>
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#include <boost/math/distributions/binomial.hpp>
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void confidence_limits_on_frequency(unsigned trials, unsigned successes)
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{
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//
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// trials = Total number of trials.
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// successes = Total number of observed successes.
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//
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// Calculate confidence limits for an observed
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// frequency of occurance that follows a binomial
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// distribution.
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//
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using namespace std;
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using namespace boost::math;
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// Print out general info:
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cout <<
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"___________________________________________\n"
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"2-Sided Confidence Limits For Success Ratio\n"
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"___________________________________________\n\n";
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cout << setprecision(7);
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cout << setw(40) << left << "Number of Observations" << "= " << trials << "\n";
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cout << setw(40) << left << "Number of successes" << "= " << successes << "\n";
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cout << setw(40) << left << "Sample frequency of occurrence" << "= " << double(successes) / trials << "\n";
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//
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// Define a table of significance levels:
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//
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double alpha[] = { 0.5, 0.25, 0.1, 0.05, 0.01, 0.001, 0.0001, 0.00001 };
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//
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// Print table header:
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//
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cout << "\n\n"
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"___________________________________________\n"
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"Confidence Lower Upper\n"
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" Value (%) Limit Limit\n"
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"___________________________________________\n";
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//
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// Now print out the data for the table rows.
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//
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for(unsigned i = 0; i < sizeof(alpha)/sizeof(alpha[0]); ++i)
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{
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// Confidence value:
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cout << fixed << setprecision(3) << setw(10) << right << 100 * (1-alpha[i]);
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// calculate bounds:
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double l = binomial_distribution<>::estimate_lower_bound_on_p(trials, successes, alpha[i]/2);
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double u = binomial_distribution<>::estimate_upper_bound_on_p(trials, successes, alpha[i]/2);
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// Print Limits:
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cout << fixed << setprecision(5) << setw(15) << right << l;
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cout << fixed << setprecision(5) << setw(15) << right << u << endl;
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}
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cout << endl;
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} // void confidence_limits_on_frequency()
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int main()
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{
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confidence_limits_on_frequency(20, 2);
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confidence_limits_on_frequency(200, 20);
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confidence_limits_on_frequency(2000, 200);
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return 0;
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} // int main()
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/*
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------ Build started: Project: binomial_confidence_limits, Configuration: Debug Win32 ------
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Compiling...
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binomial_confidence_limits.cpp
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Linking...
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Autorun "i:\boost-06-05-03-1300\libs\math\test\Math_test\debug\binomial_confidence_limits.exe"
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___________________________________________
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2-Sided Confidence Limits For Success Ratio
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___________________________________________
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Number of Observations = 20
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Number of successes = 2
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Sample frequency of occurrence = 0.1
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___________________________________________
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Confidence Lower Upper
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Value (%) Limit Limit
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___________________________________________
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50.000 0.08701 0.18675
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75.000 0.06229 0.23163
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90.000 0.04217 0.28262
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95.000 0.03207 0.31698
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99.000 0.01764 0.38713
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99.900 0.00786 0.47093
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99.990 0.00358 0.54084
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99.999 0.00165 0.60020
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___________________________________________
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2-Sided Confidence Limits For Success Ratio
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___________________________________________
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Number of Observations = 200
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Number of successes = 20
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Sample frequency of occurrence = 0.1000000
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___________________________________________
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Confidence Lower Upper
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Value (%) Limit Limit
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___________________________________________
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50.000 0.08929 0.11824
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75.000 0.08023 0.12959
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90.000 0.07144 0.14199
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95.000 0.06618 0.15021
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99.000 0.05664 0.16698
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99.900 0.04676 0.18756
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99.990 0.03944 0.20571
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99.999 0.03371 0.22226
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___________________________________________
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2-Sided Confidence Limits For Success Ratio
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___________________________________________
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Number of Observations = 2000
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Number of successes = 200
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Sample frequency of occurrence = 0.1000000
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___________________________________________
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Confidence Lower Upper
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Value (%) Limit Limit
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___________________________________________
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50.000 0.09585 0.10491
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75.000 0.09277 0.10822
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90.000 0.08963 0.11172
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95.000 0.08767 0.11399
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99.000 0.08390 0.11850
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99.900 0.07966 0.12385
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99.990 0.07621 0.12845
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99.999 0.07325 0.13256
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*/
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