Returns confidence level for a given density function and X value.
CONFX(pdens, x, interp)
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pdens |
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A series. The probability density function or histogram series. |
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x |
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A real or series, the X values. |
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interp |
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Optional. An integer, the confidence level interpolation flag:
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A real or series, the confidence level or probability value.
W1: gnorm(10000, 1, 5)
W2: histogram(W1, 1000)
confx(W2, 5)
returns 0.496275, a confidence level of approximately 50%.
W1: pdfnorm(-8..0.001..0.8)
W2: confx(w1, {-2, -1, 0, 1, 2});
W3: probn({-2, -1, 0, 1, 2}})
W1 contains 16001 samples of normal distribution with a mean of 0 and a standard deviation of 1.
W2 contains the series {0.022750, 0.158655, 0.500000, 0.841345, 0.977250}.
W3 contains the series {0.022750, 0.158655, 0.500000, 0.841345, 0.977250}.
Both W2 and W3 contain the confidence level at X values {-2, -1, 0, 1, 2} for the normal distribution. W2 looks up the values from the cumulative distribution derived from W1 and W3 uses PROBN to compute the confidence level assuming a normal distribution.
The cumulative density function derived from the input density function or histogram is normalized between 0 and 1.
CONFX returns values between 0 and 1 inclusive.
See XCONF to return an X value given a density function and confidence level.
See PROBN to compute the confidence level for a normal distribution.