statsmodels.stats.nonparametric.RankCompareResult.conf_int

RankCompareResult.conf_int(value=None, alpha=0.05, alternative='two-sided')

Confidence interval for probability that sample 1 has larger values

Confidence interval is for the shifted probability

P(x1 > x2) + 0.5 * P(x1 = x2) - value

Parameters:

valuefloat

Value, default 0, shifts the confidence interval, e.g. value=0.5 centers the confidence interval at zero.

alphafloat

Significance level for the confidence interval, coverage is 1-alpha

alternativestr

The alternative hypothesis, H1, has to be one of the following

• ‘two-sided’ : H1: prob - value not equal to 0.

• ‘larger’ : H1: prob - value > 0

• ‘smaller’ : H1: prob - value < 0

Returns:

lowerfloat or ndarray

Lower confidence limit. This is -inf for the one-sided alternative “smaller”.

upperfloat or ndarray

Upper confidence limit. This is inf for the one-sided alternative “larger”.