SciPy

scipy.stats.mstats.median_cihs

scipy.stats.mstats.median_cihs(data, alpha=0.05, axis=None)[source]

Computes the alpha-level confidence interval for the median of the data.

Uses the Hettmasperger-Sheather method.

Parameters:
data : array_like

Input data. Masked values are discarded. The input should be 1D only, or axis should be set to None.

alpha : float, optional

Confidence level of the intervals.

axis : int or None, optional

Axis along which to compute the quantiles. If None, use a flattened array.

Returns:
median_cihs

Alpha level confidence interval.