05 June 2013

Confidence interval matlab function

function [CI_low, CI_up] = Intervalo_de_Confianza(X,pp)
% Input: X vector samples, level of confidence Ex: pp=95 for 95%

N = length(X);
mu = mean(X);                        % sample mean (normally distributed)
sig = std(X)/sqrt(N);                % sample standard deviation of the mean
alphao2 = (1-pp/100)/2;              % alpha over 2  
CI_low = mu + norminv(alphao2)*sig;  % confidence interval lower bound
CI_up = mu - norminv(alphao2)*sig;   % confidence interval upper bound

--
Juan Gabriel Colonna

No comments: