Basic Examples (2) 

A confidence level of 0.95 spans approximately two standard deviations:

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A one-sided p-value of 0.05 is equivalent to around 1.64 standard deviations:

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Scope (4) 

Exact inputs yield exact results:

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InverseSigmaConfidenceLevel automatically threads over lists:

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InverseSigmaConfidenceLevel can be defined as the inverse CDF of the NormalDistribution with mean 0 and standard deviation 1:

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InverseSigmaConfidenceLevel is the inverse to the resource function SigmaConfidenceLevel:

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Properties and Relations (2) 

Values of unity get replaced with Infinity:

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Arguments containing a top-level Erf get replaced with an expression containing no Erf or InverseErf heads:

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Possible Issues (1) 

Values with a magnitude above one are left unevaluated:

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Neat Examples (1) 

The Mensa organization only accepts members with an IQ test coming out in the top 2%. Calculate the lower IQ limit to pass this bar:

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