ConfidenceInterval:

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   Computes the confidence interval.
   The probability that the value of a random variable will fall
   within the specified interval f.
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   Form:
   c = ConfidenceInterval( x, f, sigma )
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   ------
   Inputs
   ------
   x               (1,:)    Samples
   f               (1,1)    Fraction
   sigma           (1,1)    Known standard deviation

   -------
   Outputs
   -------
   c               (1,1)    Confidence

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   Reference: de Silva, C. W. "Control Sensors and Actuators,"
   Prentice-Hall, 1989, pp. 64-66.
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Children:

Math: Probability/GaussianCPDF