Changeset 10017 for branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/SampleSizeDetermination.cs

Timestamp:

10/02/13 13:48:55 (11 years ago)

Author:

ascheibe

Message:

#2031 improved sample size estimation and some minor improvements

File:

• branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/SampleSizeDetermination.cs (modified) (1 diff)

branches/StatisticalTesting/HeuristicLab.Analysis.Statistics/3.3/SampleSizeDetermination.cs

@@ -32 +32 @@
     /// <param name="samples">The pilot sample.</param>
     /// <param name="conf">Confidence Interval.</param>
-    /// <returns>Number of required samples for the given confidence interval and precision. </returns>
+    /// <returns>Number of required samples for the given confidence interval. </returns>
     public static int DetermineSampleSizeByEstimatingMean(double[] samples, double conf = 0.95) {
-      if (conf < 0 || conf > 1) throw new ArgumentException("The confidence Interval must be between zero and one.");
+      if (conf < 0.0 || conf > 1.0) throw new ArgumentException("The confidence interval must be between zero and one.");
 
       var confInterval = samples.ConfidenceIntervals(0.95);
       double e = (confInterval.Item2 - confInterval.Item1) / 2;
-      double s = samples.StandardDeviation();
+      double s = samples.EstimatedStandardDeviation();
       double z = alglib.invnormaldistribution((conf + 1) / 2);
       double n = samples.Count();
 
       double result = Math.Pow(s, 2) / ((Math.Pow(e, 2) / Math.Pow(z, 2)) + (Math.Pow(s, 2) / n));
+
+      result = Math.Ceiling(result);
+      if (result > int.MaxValue)
+        return int.MaxValue;
+      else
+        return (int)result;
+    }
+
+    public static int DetermineSampleSizeByEstimatingMeanForLargeSampleSizes(double[] samples, double conf = 0.95) {
+      if (conf < 0.0 || conf > 1.0) throw new ArgumentException("The confidence interval must be between zero and one.");
+
+      var confInterval = samples.ConfidenceIntervals(0.95);
+      double e = (confInterval.Item2 - confInterval.Item1) / 2;
+      double s = samples.EstimatedStandardDeviation();
+      double z = alglib.invnormaldistribution((conf + 1) / 2);
+      double n = samples.Count();
+
+      double result = Math.Pow(z, 2) * (Math.Pow(s, 2) / Math.Pow(e, 2));
 
       result = Math.Ceiling(result);