confidence.go

package main

// 97.5 critical values from t distribution for varying degrees of freedom,
// from   http://www.itl.nist.gov/div898/handbook/eda/section3/eda3672.htm
var tcrit975 = map[int]float64{
	1:   12.706,
	2:   4.303,
	3:   3.182,
	4:   2.776,
	5:   2.571,
	6:   2.447,
	7:   2.365,
	8:   2.306,
	9:   2.262,
	10:  2.228,
	11:  2.201,
	12:  2.179,
	13:  2.16,
	14:  2.145,
	15:  2.131,
	16:  2.12,
	17:  2.11,
	18:  2.101,
	19:  2.093,
	20:  2.086,
	21:  2.08,
	22:  2.074,
	23:  2.069,
	24:  2.064,
	25:  2.06,
	26:  2.056,
	27:  2.052,
	28:  2.048,
	29:  2.045,
	30:  2.042,
	31:  2.04,
	32:  2.037,
	33:  2.035,
	34:  2.032,
	35:  2.03,
	36:  2.028,
	37:  2.026,
	38:  2.024,
	39:  2.023,
	40:  2.021,
	41:  2.02,
	42:  2.018,
	43:  2.017,
	44:  2.015,
	45:  2.014,
	46:  2.013,
	47:  2.012,
	48:  2.011,
	49:  2.01,
	50:  2.009,
	51:  2.008,
	52:  2.007,
	53:  2.006,
	54:  2.005,
	55:  2.004,
	56:  2.003,
	57:  2.002,
	58:  2.002,
	59:  2.001,
	60:  2,
	61:  2,
	62:  1.999,
	63:  1.998,
	64:  1.998,
	65:  1.997,
	66:  1.997,
	67:  1.996,
	68:  1.995,
	69:  1.995,
	70:  1.994,
	71:  1.994,
	72:  1.993,
	73:  1.993,
	74:  1.993,
	75:  1.992,
	76:  1.992,
	77:  1.991,
	78:  1.991,
	79:  1.99,
	80:  1.99,
	81:  1.99,
	82:  1.989,
	83:  1.989,
	84:  1.989,
	85:  1.988,
	86:  1.988,
	87:  1.988,
	88:  1.987,
	89:  1.987,
	90:  1.987,
	91:  1.986,
	92:  1.986,
	93:  1.986,
	94:  1.986,
	95:  1.985,
	96:  1.985,
	97:  1.985,
	98:  1.984,
	99:  1.984,
	100: 1.984,
}

// produces 95% confidence interval width from sigma and degrees of freedom.
func conf95(sigma float64, dof int) float64 {
	if dof < 1 {
		panic("no samples")
	}
	c, ok := tcrit975[dof]
	if !ok {
		c = 1.96
	}
	return sigma * c
}