Function Find-Critical-Value
(
find-critical-value < p-function > < p-value > &optional < x-tolerance > < y-tolerance > )
Returns the critical value of some statistic. The function `p-function'
should be a unary function mapping statistics---x values---to their
significance---p values. The function will find the value of x such that the
p-value is `p-value.' The function works by binary search. A secant method
might be better, but this seems to be acceptably fast. Only positive values of
x are considered, and `p-function' should be monotonically decreasing from its
value at x=0. The binary search ends when either the function value is within
`y-tolerance' of `p-value' or the size of the search region shrinks to less than
`x-tolerance.'