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confidence_norm

Half-width of a confidence interval (normal distribution).

v = confidence_norm(alpha, standard_dev, size)

Returns norm_s_inv(1 - alpha/2) * standard_dev / sqrt(size) — the half-width of an (1 - alpha) * 100% confidence interval around the sample mean, using the normal distribution.

% 95% CI half-width with sigma=10, n=50:
confidence_norm(0.05, 10, 50) % ≈ 2.77
  • confidence_t — Half-width of a confidence interval (t distribution).
  • norm_s_inv — Inverse standard-normal CDF.