Safe Haskell | None |
---|---|
Language | Haskell2010 |
Calculation of confidence intervals
Documentation
poissonCI :: CL Double -> Int -> Estimate ConfInt Double Source #
Calculate confidence intervals for Poisson-distributed value for single measurement. These are exact confidence intervals
poissonNormalCI :: Int -> Estimate NormalErr Double Source #
Calculate confidence intervals for Poisson-distributed value using normal approximation
Clopper-Pearson confidence interval also known as exact confidence intervals.
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:10.1093 biomet 26.4.404
- Brown, Lawrence D.; Cai, T. Tony; DasGupta, Anirban (2001). "Interval Estimation for a Binomial Proportion". Statistical Science 16 (2): 101–133. doi:10.1214 ss 1009213286. MR 1861069. Zbl 02068924.