Gets the confidence interval for the estimated value at the specified confidence level.
Namespace:
Extreme.DataAnalysis
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public override Interval<T> GetConfidenceInterval(
double confidenceLevel
)
Public Overrides Function GetConfidenceInterval (
confidenceLevel As Double
) As Interval(Of T)
public:
virtual Interval<T> GetConfidenceInterval(
double confidenceLevel
) override
abstract GetConfidenceInterval :
confidenceLevel : float -> Interval<'T>
override GetConfidenceInterval :
confidenceLevel : float -> Interval<'T> Parameters
- confidenceLevel
- Type: SystemDouble
A number between 0 and 1 indicating the confidence level. A value of
0.95 corresponds to a confidence level of 95%.
Return Value
Type:
IntervalTAn
Interval structure.
For a transformed parameter, the bounds of the confidence interval are the transformed
bounds of the confidence interval for the original distribution.
Reference