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/*****************************************************************************
* *
* CNF2STD.SPL Copyright (C) 2000-2001 DSP Development Corporation *
* All Rights Reserved *
* *
* Author: Randy Race *
* *
* Synopsis: Converts an alpha confidence level to standard deviations *
* *
* Revisions: 3 Apr 2000 RRR Creation *
* 7 Dec 2001 RRR Use better INVPROBN function *
* *
*****************************************************************************/
#if @HELP_CNF2STD
CNF2STD
Purpose: Converts a confidence level (%) to a standard deviation range
Syntax: CNF2STD(alpha)
alpha - real or series, the confidence level(s) in %, defaults
to, 99, a 99% confidence level.
Returns: a real or series, standard deviation range for the
given confidence level(s).
Example:
cnf2std(99)
returns 2.5758 the standard deviation range for a
confidence level of 99%
Example:
W1: {99, 98, 97, 96, 95}
W2: cnf2std(w1)
W2 == {2.5758, 2.3263, 2.1701, 2.0537, 1.9600}
the standard deviation ranges for confidence levels
99%, 98%, 97%, 96%, and 95%
Remarks:
CNF2STD uses the built-in INVPROBN function to lookup a Z value
for a given probability.
See Also:
Ivsnormpb
#endif
/* confidence level to standard deviation range */
cnf2std(cnf)
{
return(invprobn(0.5 + cnf / 200));
}