Wolfram Function Repository
Instant-use add-on functions for the Wolfram Language
Function Repository Resource:
Calculate the number of standard deviations of a normal distribution that correspond to a confidence level
ResourceFunction["InverseSigmaConfidenceLevel"][cl] calculates the number of standard deviations around the mean containing the given fraction of a normal distribution. |
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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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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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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Values with a magnitude above one are left unevaluated:
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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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