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A standalone program that converts the probability of z, t, and test results.
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A standalone program that converts the probability of z, t, and test results.
The argument being that a component should be retained if its Eigen value is clearly greater at 95 th percentile than that obtained at random. To use normally distributed random numbers for all variables, such as that in the programs of this page, the user needs to accept the argument that the difference thus created will be trivial and unlikely to affect the decision on how many components to retain. In order of scale, they are 2.
