MySQL stored functions for calculating confidence intervals using Wilson scores: more precisely "Lower bound of Wilson score confidence interval for a Bernoulli parameter". Includes a P(qn) function (inverse normal distribution). See http://www.evanmiller.org/how-not-to-sort-by-average-rating.html This describes a way to rank items based on a ve…

ci_lower_bound.sql

# Francis Avila 2009-07-04
# See http://www.evanmiller.org/how-not-to-sort-by-average-rating.html
# These functions calculate "Lower bound of Wilson score confidence interval for a Bernoulli parameter"
# Two stored functions:
# CI_LOWER_BOUND(pos, trials, confidence) calculate a wilson score given POS positive votes in TRIALS number of trials
# PNORM(qn) calculate P(qn) (inverse normal distribution); needed by CI_LOWER_BOUND

delimiter ;;
CREATE DEFINER=`root`@`localhost` FUNCTION `ci_lower_bound`(pos INTEGER, trials INTEGER, confidence DOUBLE) RETURNS double
    NO SQL
    DETERMINISTIC
    SQL SECURITY INVOKER
    COMMENT 'Return the confidence interval lower bound (wilson score) for POS positive votes in TRIALS trials, with a desired confidence of CONFIDENCE'
BEGIN

DECLARE z, phat DOUBLE;

IF pos=0 THEN 
  RETURN 0.0;
ELSEIF pos > trials THEN
	RETURN NULL;
END IF;

SET z = PNORM(1-confidence/2);
SET phat = 1.0*pos/trials;

RETURN (phat+z*z/(2*trials) - z * SQRT((phat*(1-phat)+z*z/(4*trials))/trials))/(1+z*z/trials);

END;
 ;;
delimiter ;

delimiter ;;
CREATE DEFINER=`root`@`localhost` FUNCTION `pnorm`(qn DOUBLE) RETURNS double
    NO SQL
    DETERMINISTIC
    SQL SECURITY INVOKER
    COMMENT 'Inverse gaussian distribution (P normal distribution)'

BEGIN

DECLARE w3 DOUBLE;
DECLARE w1 DOUBLE DEFAULT 1.570796288;
DECLARE ai DOUBLE DEFAULT 0.03706987906;
DECLARE i TINYINT UNSIGNED DEFAULT 2;


IF qn<=0.0 or qn>=1.0 THEN
	RETURN NULL;
ELSEIF qn=0.5 THEN
	RETURN 0.0;
END IF;

SET w3 = -LN(4.0*qn*(1.0-qn));


SET w1 = w1 + ai*w3;

REPEAT
	SET ai = CASE i
		WHEN 2 THEN -0.8364353589e-3
		WHEN 3 THEN -0.2250947176e-3
		WHEN 4 THEN 0.6841218299e-5
		WHEN 5 THEN 0.5824238515e-5
		WHEN 6 THEN -0.104527497e-5
		WHEN 7 THEN 0.8360937017e-7
		WHEN 8 THEN -0.3231081277e-8
		WHEN 9 THEN 0.3657763036e-10
		WHEN 10 THEN 0.6936233982e-12
	END;
	SET w1 = w1 + (ai * POWER(w3, i)), i = i+1;
UNTIL i=11 END REPEAT;


RETURN IF(qn<0.5,-1.0,1.0)*SQRT(w1*w3);

END;
 ;;
delimiter ;

Any license on this? Public domain? MIT?