statsmodels.emplike.descriptive.DescStatUV.ci_kurt

DescStatUV.ci_kurt(sig=0.05, upper_bound=None, lower_bound=None)

Returns the confidence interval for kurtosis.

Parameters

sigfloat

The significance level. Default is .05

upper_boundfloat

Maximum value of kurtosis the upper limit can be. Default is .99 confidence limit assuming normality.

lower_boundfloat

Minimum value of kurtosis the lower limit can be. Default is .99 confidence limit assuming normality.

Returns

Intervaltuple

Lower and upper confidence limit

Notes

For small n, upper_bound and lower_bound may have to be provided by the user. Consider using test_kurt to find values close to the desired significance level.

If function returns f(a) and f(b) must have different signs, consider expanding the bounds.