# stats/inference/ci_mean.py import numpy as np from scipy.stats import norm, t from .estimators import estimate_mean, estimate_sigma def ci_mean_analytic( *, data, estimator, alpha, dist, sigma_estimator, trim_param=None, winsor_limits=None, weights=None, ): """ Analytic confidence interval for the mean. - Mean is computed with the user-chosen mean estimator. - σ is computed with the user-chosen deviation estimator. """ n = len(data) mu_hat = estimate_mean( data, estimator, trim_param=trim_param, winsor_limits=winsor_limits, weights=weights, ) sigma_hat = estimate_sigma( data=data, estimator=sigma_estimator, ) scale = sigma_hat / np.sqrt(n) if dist == "t": return ( t.ppf(alpha / 2, n - 1, loc=mu_hat, scale=scale), t.ppf(1 - alpha / 2, n - 1, loc=mu_hat, scale=scale), ) return ( norm.ppf(alpha / 2, loc=mu_hat, scale=scale), norm.ppf(1 - alpha / 2, loc=mu_hat, scale=scale), ) def ci_mean_bootstrap( *, data, estimator, alpha, B, trim_param=None, winsor_limits=None, weights=None, ): """ Bootstrap CI for the mean using the user-chosen mean estimator. """ data = np.asarray(data) n = len(data) boot_stats = np.empty(B) for b in range(B): idx = np.random.choice(n, size=n, replace=True) boot_data = data[idx] boot_weights = None if weights is not None: boot_weights = np.asarray(weights)[idx] boot_stats[b] = estimate_mean( boot_data, estimator, trim_param=trim_param, winsor_limits=winsor_limits, weights=boot_weights, ) return np.quantile(boot_stats, [alpha / 2, 1 - alpha / 2])