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Is there a way, using the Math.NET library to calculate z-critical values for a given confidence level? Most examples I've seen online suggest looking up the values in a table, but I'd like to do it programmatically if possible. I've gone through the docs, but don't see anything specific.

Brian Vallelunga
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I see (https://numerics.mathdotnet.com/api/MathNet.Numerics/SpecialFunctions.htm) that Math.Net Numerics includes the Gaussian error function (Erf) and some related functions (complement, inverse, and inverse complement).

There is a simple relation between the cdf of the normal distribution and erf, namely that the normal (0, 1) cdf = (1/2)*(1 + erf(z/sqrt(2))). From that you can work out critical values and so on.

Robert Dodier
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