I am interested in using python to compute a confidence interval from a student t.
I am using the StudentTCI() function in Mathematica and now need to code the same
I guess you could use scipy.stats.t and it's interval
method:
In [1]: from scipy.stats import t
In [2]: t.interval(0.95, 10, loc=1, scale=2) # 95% confidence interval
Out[2]: (-3.4562777039298762, 5.4562777039298762)
In [3]: t.interval(0.99, 10, loc=1, scale=2) # 99% confidence interval
Out[3]: (-5.338545334351676, 7.338545334351676)
Sure, you can make your own function if you like. Let's make it look like in Mathematica
:
from scipy.stats import t
def StudentTCI(loc, scale, df, alpha=0.95):
return t.interval(alpha, df, loc, scale)
print StudentTCI(1, 2, 10)
print StudentTCI(1, 2, 10, 0.99)
Result:
(-3.4562777039298762, 5.4562777039298762)
(-5.338545334351676, 7.338545334351676)