mcframework.stats_engine.chebyshev_required_n#
- mcframework.stats_engine.chebyshev_required_n(x: ndarray, ctx: StatsContext) int[source]#
Required \(n\) to achieve Chebyshev CI half-width \(\le \varepsilon\).
With \(\delta = 1 - \text{confidence}\), the half-width is \(z\,SE = \dfrac{s}{\sqrt{n_\text{eff}\,\delta}}\) where \(z=1/\sqrt{\delta}\). Solve \(n_\text{eff} \ge \dfrac{s^2}{\varepsilon^2\,\delta}\).
- Parameters:
- x
ndarray Input sample.
- ctx
StatsContextorMapping Must supply
eps(target half-width) and may overrideconfidence.
- x
- Returns:
intMinimum integer \(n_\text{eff}\).
Examples
>>> chebyshev_required_n(np.array([1., 2., 3.]), {"eps": 0.5, "confidence": 0.9}) 41