Skip to main content

z_score

Function z_score 

Source
pub fn z_score(confidence: f64) -> f64
Expand description

The quantile $z = \Phi^{-1}(1 - \alpha/2) = Q^{-1}(\alpha/2)$ of a two-sided confidence level $1 - \alpha$ (1.96 for 0.95); the level is clamped to $[0, 1)$ (the runner refuses a level outside $(0, 1)$, see check_confidence).