This function finds the smallest x such that the probability of a random variable
being less than or equal to x is greater than or equal to 1 - alpha.
It uses the uniroot function to find where the empirical cumulative distribution function (ECDF)
crosses 1 - alpha.
Usage
find_critical_value(ecdf_func, alpha)
Arguments
- ecdf_func
An ECDF function representing the distribution of a random variable.
- alpha
A numeric value specifying the significance level.
Value
The smallest x such that P(X <= x) >= 1 - alpha.
Examples
data <- rnorm(100)
ecdf_data <- ecdf(data)
critical_val <- find_critical_value(ecdf_data, 0.05)
