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A simple implementation for a confidence interval using bootstrapping
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import random | |
import numpy as np | |
population = np.random.uniform(size = 5000) | |
def confidence_interval(population, confidence = 95, aggregation = np.mean, samples = 500, sample_n = 500): | |
if population.shape[0] < sample_n: | |
sample_n = population.shape[0]//2 | |
aggs = [] | |
for _ in range(samples): | |
aggs.append(aggregation( | |
np.random.choice(population, sample_n))) | |
lower, higher = (100 - confidence)/2, confidence/2 + 50 | |
return np.percentile(np.asarray(aggs), [lower, 50, higher]) | |
for _ in range(5): | |
print(confidence_interval(population, samples =100, sample_n = 1000, aggregation= np.median)) | |
print(np.median(population)) |
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