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See also: nDistriQuantile 

ConfidenceInterval

Declaration: ConfidenceInterval (alpha, StdDev: double; NumData: integer): double;
The function ConfidenceInterval returns the confidence interval of the population mean (assuming a normal distribution). The parameter alpha specifies the level of significance (typical values in the range of 0.001 to 0.05). The parameters StdDev and NumData represent the standard deviation and the sample size, respectively.