3

Is there a function or a package in python to get the 95% or 99% confidence interval of the distributions present in scipy.stats.

If not what is easiest alternative for that

Here are the distributions (but my priority is halfgennorm and loglaplace)

    st.alpha,st.anglit,st.arcsine,st.beta,st.betaprime,st.bradford,st.burr,st.cauchy,st.chi,st.chi2,st.cosine,
    st.dgamma, st.dweibull,st.erlang,st.expon,st.exponnorm,st.exponweib,st.exponpow,st.f,st.fatiguelife,st.fisk,
    st.foldcauchy,st.foldnorm,st.frechet_r,st.frechet_l,st.genlogistic,st.genpareto,st.gennorm,st.genexpon,
    st.genextreme,st.gausshyper,st.gamma,st.gengamma,st.genhalflogistic,st.gilbrat,st.gompertz,st.gumbel_r,
    st.gumbel_l,st.halfcauchy,st.halflogistic,st.halfnorm,st.halfgennorm,st.hypsecant,st.invgamma,st.invgauss,
    st.invweibull,st.johnsonsb,st.johnsonsu,st.ksone,st.kstwobign,st.laplace,st.levy,st.levy_l,st.levy_stable,
    st.logistic,st.loggamma,st.loglaplace,st.lognorm,st.lomax,st.maxwell,st.mielke,st.nakagami,st.ncx2,st.ncf,
    st.nct,st.norm,st.pareto,st.pearson3,st.powerlaw,st.powerlognorm,st.powernorm,st.rdist,st.reciprocal,
    st.rayleigh,st.rice,st.recipinvgauss,st.semicircular,st.t,st.triang,st.truncexpon,st.truncnorm,st.tukeylambda,
    st.uniform,st.vonmises,st.vonmises_line,st.wald,st.weibull_min,st.weibull_max,st.wrapcauchy

2 Answers 2

1

You can get confidence intervals from the percent point function (inverse of the cumulative distribution function). You can do something like the following to get lower and upper confidence bounds of a distribution:

lower = rv_continuous.ppf(alpha/2.)
upper = rv_continuous.ppf(1.-alpha/2.)

[rv_continuous can be any of the distributions in scipy.stats.]

Sign up to request clarification or add additional context in comments.

Comments

1

here

import statsmodels.api as sm
sm.stats.proportion_confint(906, 906+2066) 

Comments

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Start asking to get answers

Find the answer to your question by asking.

Ask question

Explore related questions

See similar questions with these tags.