Transformed Parameter<T>.Get Confidence Interval Method
Gets the confidence interval for the estimated value at the specified confidence level.
Definition
Namespace: Extreme.DataAnalysis
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
An Interval structure.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public override Interval<T> GetConfidenceInterval(
double confidenceLevel
)
Parameters
- confidenceLevel Double
- A number between 0 and 1 indicating the confidence level. A value of 0.95 corresponds to a confidence level of 95%.
Return Value
Interval<T>An Interval structure.
Remarks
For a transformed parameter, the bounds of the confidence interval are the transformed bounds of the confidence interval for the original distribution.
Exceptions
Argument | confidenceLevel is less than zero or greater than 1. |