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+// -*- C++ -*-
+
+// Copyright (C) 2005, 2006 Free Software Foundation, Inc.
+//
+// This file is part of the GNU ISO C++ Library. This library is free
+// software; you can redistribute it and/or modify it under the terms
+// of the GNU General Public License as published by the Free Software
+// Foundation; either version 2, or (at your option) any later
+// version.
+
+// This library is distributed in the hope that it will be useful, but
+// WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+// General Public License for more details.
+
+// You should have received a copy of the GNU General Public License
+// along with this library; see the file COPYING. If not, write to
+// the Free Software Foundation, 59 Temple Place - Suite 330, Boston,
+// MA 02111-1307, USA.
+
+// As a special exception, you may use this file as part of a free
+// software library without restriction. Specifically, if other files
+// instantiate templates or use macros or inline functions from this
+// file, or you compile this file and link it with other files to
+// produce an executable, this file does not by itself cause the
+// resulting executable to be covered by the GNU General Public
+// License. This exception does not however invalidate any other
+// reasons why the executable file might be covered by the GNU General
+// Public License.
+
+// Copyright (C) 2004 Ami Tavory and Vladimir Dreizin, IBM-HRL.
+
+// Permission to use, copy, modify, sell, and distribute this software
+// is hereby granted without fee, provided that the above copyright
+// notice appears in all copies, and that both that copyright notice
+// and this permission notice appear in supporting documentation. None
+// of the above authors, nor IBM Haifa Research Laboratories, make any
+// representation about the suitability of this software for any
+// purpose. It is provided "as is" without express or implied
+// warranty.
+
+/**
+ * @file sample_mean_confidence_checker.hpp
+ * Contains a function for checking the confidence of a sample mean
+ */
+
+#ifndef PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP
+#define PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP
+
+#include <list>
+#include <numeric>
+#include <math.h>
+
+namespace pb_ds
+{
+
+ namespace test
+ {
+
+ namespace detail
+ {
+
+ /*
+ * Checks that a sample mean sm is in the relative interval
+ * relative_interval of a true mean (assuming i.i.d. samples),
+ * given a sample variance sv taken over num_samples samples,
+ * with confidence ~ 0.95.
+ *
+ * See "Probability, Random Variables, and Stochastic Processes" (Third edition)
+ * Athanasios Papoulis, Chapter 9.
+ */
+ template<typename Value_Type>
+ bool
+ sample_mean_confidence_checker(Value_Type sm, Value_Type sv, std::size_t num_samples, double relative_interval)
+ {
+ enum
+ {
+ // Ensures that the student-t distribution is approximately normal.
+ min_num_samples = 30
+ };
+
+ if (num_samples < min_num_samples)
+ return (false);
+
+ // This is z_u (normal-dist percentile) for u = 0.975.
+ const Value_Type z = 1.976;
+
+ return (sv / ::sqrt(double(num_samples)) <= relative_interval* sm / z);
+ }
+
+ } // namespace detail
+
+ } // namespace test
+
+} // namespace pb_ds
+
+#endif // #ifndef PB_DS_SAMPLE_MEAN_CONFIDENCE_CHECKER_HPP
+