sizeparam_normal_distn {SyScSelection}

Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a normal (i.e., Gaussian) distribution.

Description

Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a normal (i.e., Gaussian) distribution.

Usage

sizeparam_normal_distn(prob, d)

Arguments

prob

The target probability threshold

d

Number of dimensions in the multivariate distribution

Value

The appropriate (scalar) size parameter

Examples

sizeparam_normal_distn(0.95, 6)