The confidence level (in percent) for two-sided interval estimate of the variances.
A double containing the confidence level of the variance.
Under the assumption of equal variances, the pooled variance is used to obtain a two-sided ConfidenceVariance percent confidence interval for the common variance with LowerCICommonVariance or UpperCICommonVariance. Without making the assumption of equal variances, UnequalVariances, the ratio of the variances is of interest. A two-sided ConfidenceVariance percent confidence interval for the ratio of the variance of the first sample to that of the second sample is given by the LowerCIRatioVariance and UpperCIRatioVariance. See UnequalVariances and UpperCIRatioVariance . The confidence intervals are symmetric in probability. ConfidenceVariance must be between 0.0 and 1.0 and is often 0.90, 0.95 or 0.99. The default is 0.95.
NormTwoSample Class | Imsl.Stat Namespace