/// <summary> /// Calculates Z value (z-star) for confidence interval /// </summary> /// <param name="level">ConfidenceLevel for a confidence interval</param> /// <param name="n">Sample size (n >= 3)</param> public static double GetZValue(this ConfidenceLevel level, int n) { if (n <= 2) { throw new ArgumentOutOfRangeException(nameof(n), "n should be >= 3"); } return(MathHelper.InverseStudent(1 - level.ToPercent(), n - 1)); }
public static IColumn CiUpper(ConfidenceLevel level) => new StatisticColumn($"CI {level.ToPercent()}% Upper", s => new ConfidenceInterval(s.Mean, s.StandardError, level).Upper);
public static IColumn CiLower(ConfidenceLevel level) => new StatisticColumn($"CI {level.ToPercent()}% Lower", s => new ConfidenceInterval(s.Mean, s.StandardError, level).Lower, Priority.Additional);