How to calculate a Z-Critical value using Math.Net Numerics for a normal distribution?
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Is there a way, using the Math.NET library to calculate z-critical values for a given confidence level? Most examples I've seen online suggest looking up the values in a table, but I'd like to do it programmatically if possible. I've gone through the docs, but don't see anything specific.
.net statistics mathnet
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Is there a way, using the Math.NET library to calculate z-critical values for a given confidence level? Most examples I've seen online suggest looking up the values in a table, but I'd like to do it programmatically if possible. I've gone through the docs, but don't see anything specific.
.net statistics mathnet
add a comment |
Is there a way, using the Math.NET library to calculate z-critical values for a given confidence level? Most examples I've seen online suggest looking up the values in a table, but I'd like to do it programmatically if possible. I've gone through the docs, but don't see anything specific.
.net statistics mathnet
Is there a way, using the Math.NET library to calculate z-critical values for a given confidence level? Most examples I've seen online suggest looking up the values in a table, but I'd like to do it programmatically if possible. I've gone through the docs, but don't see anything specific.
.net statistics mathnet
.net statistics mathnet
asked Dec 31 '18 at 19:14
Brian VallelungaBrian Vallelunga
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I see (https://numerics.mathdotnet.com/api/MathNet.Numerics/SpecialFunctions.htm) that Math.Net Numerics includes the Gaussian error function (Erf) and some related functions (complement, inverse, and inverse complement).
There is a simple relation between the cdf of the normal distribution and erf, namely that the normal (0, 1) cdf = (1/2)*(1 + erf(z/sqrt(2))). From that you can work out critical values and so on.
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1 Answer
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1 Answer
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I see (https://numerics.mathdotnet.com/api/MathNet.Numerics/SpecialFunctions.htm) that Math.Net Numerics includes the Gaussian error function (Erf) and some related functions (complement, inverse, and inverse complement).
There is a simple relation between the cdf of the normal distribution and erf, namely that the normal (0, 1) cdf = (1/2)*(1 + erf(z/sqrt(2))). From that you can work out critical values and so on.
add a comment |
I see (https://numerics.mathdotnet.com/api/MathNet.Numerics/SpecialFunctions.htm) that Math.Net Numerics includes the Gaussian error function (Erf) and some related functions (complement, inverse, and inverse complement).
There is a simple relation between the cdf of the normal distribution and erf, namely that the normal (0, 1) cdf = (1/2)*(1 + erf(z/sqrt(2))). From that you can work out critical values and so on.
add a comment |
I see (https://numerics.mathdotnet.com/api/MathNet.Numerics/SpecialFunctions.htm) that Math.Net Numerics includes the Gaussian error function (Erf) and some related functions (complement, inverse, and inverse complement).
There is a simple relation between the cdf of the normal distribution and erf, namely that the normal (0, 1) cdf = (1/2)*(1 + erf(z/sqrt(2))). From that you can work out critical values and so on.
I see (https://numerics.mathdotnet.com/api/MathNet.Numerics/SpecialFunctions.htm) that Math.Net Numerics includes the Gaussian error function (Erf) and some related functions (complement, inverse, and inverse complement).
There is a simple relation between the cdf of the normal distribution and erf, namely that the normal (0, 1) cdf = (1/2)*(1 + erf(z/sqrt(2))). From that you can work out critical values and so on.
answered Jan 1 at 0:19
Robert DodierRobert Dodier
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