statsmodels.sandbox.distributions.transformed.TransfTwo_gen.interval

TransfTwo_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].
• arg2, .. (arg1,) – 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 – end-points of range that contain 100 * alpha % of the rv’s possible values.

Return type:

ndarray of float