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This may not be the right place for this, if so you can e-mail me at: jessecob13@gmail.com
I am quoting information from the help(mtspec) command and the wonderful Tutorial: Multitaper Spectrum Estimate with Confidence Intervals. When setting statistics = True and analyzing the jackknife matrix I become confused as to what the output is signifying.
I am accustom the confidence intervals [CI] reporting an interval. Being that the 5% CI is an interval is 5% confidence the interval contains a population parameter, typically we center it about the calculated expectation value.
Is it that the probability is equal to 0.05 and 0.95 on the cumulative distribution function? Thanks.
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