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MPNORMLIM

MPNORMLIM

## Author

Craig B. Markwardt, NASA/GSFC Code 662, Greenbelt, MD 20770
craigm@lheamail.gsfc.nasa.gov
UPDATED VERSIONs can be found on my WEB PAGE:
http://cow.physics.wisc.edu/~craigm/idl/idl.html

## Purpose

Compute confidence limits for normally distributed variable

## Major Topics

Curve and Surface Fitting, Statistics

## Calling Sequence

Z = MPNORMLIM(PROB, [/CLEVEL, /SLEVEL ])

## Description

The function MPNORMLIM() computes confidence limits of a normally
distributed variable (with zero mean and unit variance), for a
desired probability level. The returned values, Z, are the
limiting values: a the magnitude of a normally distributed value
is greater than Z by chance with a probability PROB:
P_NORM(ABS(X) > Z) = PROB
In specifying the probability level the user has two choices:
* give the confidence level (default);
* give the significance level (i.e., 1 - confidence level) and
pass the /SLEVEL keyword; OR
Note that /SLEVEL and /CLEVEL are mutually exclusive.

## Inputs

PROB - scalar or vector number, giving the desired probability
level as described above.

## Returns

Returns a scalar or vector of normal confidence limits.

## Keyword Parameters

SLEVEL - if set, then PROB describes the significance level.
CLEVEL - if set, then PROB describes the confidence level
(default).

## Example

print, mpnormlim(0.99d, /clevel)
Print the 99% confidence limit for a normally distributed
variable. In this case it is about 2.58 sigma.

## References

Algorithms taken from CEPHES special function library, by Stephen
Moshier. (http://www.netlib.org/cephes/)

## Modification History

Completed, 1999, CM
Documented, 16 Nov 2001, CM
Reduced obtrusiveness of common block and math error handling, 18
Nov 2001, CM
Convert to IDL 5 array syntax (!), 16 Jul 2006, CM
Move STRICTARR compile option inside each function/procedure, 9 Oct 2006
Add usage message, 24 Nov 2006, CM
\$Id: mpnormlim.pro,v 1.6 2006/11/25 01:44:13 craigm Exp \$

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