statsmodels.sandbox.distributions.extras.ACSkewT_gen.interval

ACSkewT_gen.interval(alpha, *args, **kwds)

Confidence interval with equal areas around the median.

Parameters:

alpha : array_like of float

Probability that an rv will be drawn from the returned range. Each value should be in the range [0, 1].

arg1, arg2, ... : array_like

The shape parameter(s) for the distribution (see docstring of the instance object for more information).

loc : array_like, optional

location parameter, Default is 0.

scale : array_like, optional

scale parameter, Default is 1.

Returns:

a, b : ndarray of float

end-points of range that contain 100 * alpha % of the rv’s possible values.