Created
November 4, 2009 19:26
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import sys | |
from math import log, sqrt | |
def pnormaldist(qn): | |
b = [1.570796288, 0.03706987906, -0.8364353589e-3, | |
-0.2250947176e-3, 0.6841218299e-5, 0.5824238515e-5, | |
-0.104527497e-5, 0.8360937017e-7, -0.3231081277e-8, | |
0.3657763036e-10, 0.6936233982e-12] | |
if qn < 0.0 or 1.0 < qn: | |
sys.stderr.write("Error : qn <= 0 or qn >= 1 in pnorm()!\n") | |
return 0.0 | |
if qn == 0.5: | |
return 0.0 | |
w1 = qn | |
if qn > 0.5: | |
w1 = 1.0 - w1 | |
w3 = -log(4.0 * w1 * (1.0 - w1)) | |
w1 = b[0] | |
for i in range(1, 10): | |
w1 += b[i] * w3**i | |
if qn > 0.5: | |
return sqrt(w1 * w3) | |
return -sqrt(w1 * w3) | |
def ci_lower_bound(pos, n, power): | |
"""Calculate the lower bound of Wilson score confidence interval | |
for a Bernoulli parameter, whatever that means! | |
""" | |
if n == 0: | |
return 0 | |
z = pnormaldist(1-power/2) | |
phat = 1.0*pos/n | |
return (phat + z*z/(2*n) - z * sqrt((phat*(1-phat)+z*z/(4*n))/n))/(1+z*z/n) |
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Isn't the for loop supposed to be over range(1, 11)?
Reasons: