NAME
Statistics::EfficiencyCI - Robust confidence intervals on efficiencies
SYNOPSIS
use Statistics::EfficiencyCI qw(efficiency_ci);
my $confidence_level = 0.683;
my ($mode, $lower_cl, $upper_cl) = efficiency_ci($k, $N, $confidence_level);
# With default confidence level of "1sigma" == 0.683
my ($mode, $lower_cl, $upper_cl) = efficiency_ci($k, $N);
DESCRIPTION
This module implements robust confidence interval calculations on
efficiency-like quantities. The algorithm is explained in the note by
Marc Paterno linked in the references below.
The employed method does not suffer from the usual boundary issue of the
uncertainty calculation based on the Binomial model: At an efficiency "e
= k/N" with small "k", the confidence interval will be asymmetric and
will not go below 0, which the simple calculation based on the Binomial
PDF will for confidence levels above the equivalent of one sigma. It
also does not suffer from the problem that the uncertainty vanishes at
"k=0" and "k=N".
EXPORTS
This module will optionally export the "efficiency_ci" function.
SEE ALSO
Marc Paterno's note on calculating the uncertainty on an efficiency:
:
The ROOT library's website:
AUTHOR
Author of the Perl glue code is Steffen Mueller, .
Author of the method of calculating the confidence intervals and its
implementation is Marc Paterno.
COPYRIGHT AND LICENSE
Copyright (C) 2011 by Steffen Mueller
Most of the code is taken from the ROOT library (licensed under LGPL)
and by proxy, the CEPHES library (licensed with a modified BSD license).
The full list of ROOT authors can be found on the ROOT website
.
This library is free software; you can redistribute it and/or modify it
under the terms of the GNU Lesser General Public License (LGPL). You can
find a full copy of the license in the LICENSE file in this
distribution.