Determine the half-width δ such that the cumulative probability P(-δ, δ) = 1 - confidence. In other words, get the wiggle room: the range within which a random point will fall with probability (1 - confidence). NOTE that the greater the value of confidence, the smaller the resulting wiggle room.
Determine the half-width δ such that the cumulative probability P(-δ, δ) = 1 - confidence. In other words, get the wiggle room: the range within which a random point will fall with probability (1 - confidence). NOTE that the greater the value of confidence, the smaller the resulting wiggle room.
Value parameters
confidence
the tail probability: the probability of a random point falling outside the range [-δ, δ]. Typical value: oneSigma.
l
the scale of the PDF (e.g. standard deviation for Gaussian, half-width for Box).
Attributes
Returns
δ, the half-width of the symmetric interval around the mean.