varianceInPercentileRange

Compute the second moment between two CDF percentiles.

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Declaration

 var = varianceInPercentileRange(self,pctmin,pctmax)

Parameters

• pctmin lower percentile strictly between 0 and 1
• pctmax upper percentile strictly between 0 and 1

Returns

• var second moment between the requested percentiles

Discussion

This method first finds \(z_{\alpha_{\min}}\) and \(z_{\alpha_{\max}}\) from the inverse CDF and then evaluates varianceInRange between those locations.