Class template jeffreys_interval

boost::histogram::utility::jeffreys_interval — Jeffreys interval.

Synopsis

// In header: <boost/histogram/fwd.hpp>

template<typename ValueType> 
class jeffreys_interval :
  public boost::histogram::utility::binomial_proportion_interval< ValueType >
{
public:
  // construct/copy/destruct
  explicit jeffreys_interval(confidence_level = deviation{1}) noexcept;

  // public member functions
  interval_type operator()(value_type, value_type) const noexcept;
};

Description

This is the Bayesian credible interval with a Jeffreys prior. Although it has a Bayesian derivation, it has good coverage. The interval boundaries are close to the Wilson interval. A special property of this interval is that it is equal-tailed; the probability of the true value to be above or below the interval is approximately equal.

To avoid coverage probability tending to zero when the fraction approaches 0 or 1, this implementation uses a modification described in section 4.1.2 of the paper by L.D. Brown, T.T. Cai, A. DasGupta, Statistical Science 16 (2001) 101-133, doi:10.1214/ss/1009213286.

`jeffreys_interval` public construct/copy/destruct

explicit jeffreys_interval(confidence_level cl = deviation{1}) noexcept;

Construct Jeffreys interval computer.

Parameters:

`cl`	Confidence level for the interval. The default value produces a confidence level of 68 % equivalent to one standard deviation. Both `deviation` and`confidence_level` objects can be used to initialize the interval.

`jeffreys_interval` public member functions

```
interval_type 
operator()(value_type successes, value_type failures) const noexcept;
```
Compute interval for given number of successes and failures.

Parameters:

failures

Number of failed trials.

successes

Number of successful trials.

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