Question

如何在python中找到数据中位数的置信区间？

说我有阵列

a = np.array([24, 38, 61, 22, 16, 57, 31, 29, 35])

我想在中位数周围找到80％的置信区间。我怎么在python中做到这一点？

Answer 1

我对this procedure的实现，用于计算中位数附近的置信区间。

例如，设置cutoff=0.8。这需要python > 3和pandas > 1。
假定您将数组作为pd.Series传递。

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)

python，找到中位数周围的置信区间

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