如何在python中找到数据的置信区间?
假设我有一个数组
a = np.array([24, 38, 61, 22, 16, 57, 31, 29, 35])
我想在中位数附近找到80%的置信区间。我如何在python中做到这一点?
我的实现是 此程序 来计算中位数周围的置信区间。
在您的例子中,设置 cutoff=0.8
. 这需要 python > 3
和 pandas > 1
. 它假定你把数组作为一个 pd.Series
.
import statistics, math
import pandas as pd
def median_confidence_interval(dx,cutoff=.95):
''' cutoff is the significance level as a decimal between 0 and 1'''
dx = dx.sort_values(ascending=True, ignore_index=True)
factor = statistics.NormalDist().inv_cdf((1+cutoff)/2)
factor *= math.sqrt(len(df)) # avoid doing computation twice
lix = round(0.5*(len(dx)-factor))
uix = round(0.5*(1+len(dx)+factor))
return (dx[lix],dx[uix])
a = np.array([24, 38, 61, 22, 16, 57, 31, 29, 35])
print(median_confidence_interval(df,cutoff=0.8))
# (29,57)