IMSL C# Numerical Library

NormOneSample.ConfidenceVariance Property

The confidence level (in percent) for two-sided interval estimate of the variances.

public double ConfidenceVariance {get; set;}

Property Value

A double containing the confidence level of the variance.

Remarks

ConfidenceVariance must be between 0.0 and 1.0 and is often 0.90, 0.95 or 0.99. For a one-sided confidence interval with confidence level c (at least 50 percent), set ConfidenceVariance = 1.0 - 2.0 * (1.0 - c). If the confidence mean is not specified, a 95-percent confidence interval is computed.

See Also

NormOneSample Class | Imsl.Stat Namespace