Given a hypothesis test object and an alpha risk value this function tests if the hypothesis is true.

A critical value is computed using the inverse cumulative distribution function.

The value of the sample statistic within the hypothesis object (mean, difference of means, variance or ratio of variance) is compared to the critical value to decide if the hypothesis can be rejected.

This function returns that critical value for the right-tail of the normal distribution.

This function requires the input of a hypothesis object key, which must have been produced via one of the following functions : HypMeanKnownSigma(), HypMeanDiffKnownSigma(), HypMean(), HypMeanDiff(), HypVariance() or HypVarianceRatio(). These functions would have returned a string 'KEY' which is to be passed to the 'HypKey' parameter of this function.

Double CTQryStatHypothesisObjects.CriticalRightTail( _
String HypKey, _
Double alpha)

=CT.STAT.CriticalRightTail(
Excel String Cell HypKey,
Excel Numeric Cell alpha)

static double CriticalRightTail(
std::string HypKey,
double alpha);

System.Double CTQryStatHypothesisObjectsSA.CriticalRightTail(
System.String HypKey,
System.Double alpha);

The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.