statsmodels.emplike.descriptive.DescStatUV.ci_var¶
-
DescStatUV.
ci_var
(lower_bound=None, upper_bound=None, sig=0.05)[source]¶ Returns the confidence interval for the variance.
- Parameters
- lower_bound
float
The minimum value the lower confidence interval can take. The p-value from test_var(lower_bound) must be lower than 1 - significance level. Default is .99 confidence limit assuming normality
- upper_bound
float
The maximum value the upper confidence interval can take. The p-value from test_var(upper_bound) must be lower than 1 - significance level. Default is .99 confidence limit assuming normality
- sig
float
The significance level. Default is .05
- lower_bound
- Returns
- Interval
tuple
Confidence interval for the variance
- Interval
Notes
If the function returns the error f(a) and f(b) must have different signs, consider lowering lower_bound and raising upper_bound.
Examples
>>> import numpy as np >>> import statsmodels.api as sm >>> random_numbers = np.random.standard_normal(100) >>> el_analysis = sm.emplike.DescStat(random_numbers) >>> el_analysis.ci_var() (0.7539322567470305, 1.229998852496268) >>> el_analysis.ci_var(.5, 2) (0.7539322567469926, 1.2299988524962664)