SciPy

scipy.stats.rv_discrete.interval

rv_discrete.interval(alpha, *args, **kwds)[source]

Confidence interval with equal areas around the median.

Parameters:
alpha : array_like of float

Probability that an rv will be drawn from the returned range. Each value should be in the range [0, 1].

arg1, arg2, … : array_like

The shape parameter(s) for the distribution (see docstring of the instance object for more information).

loc : array_like, optional

location parameter, Default is 0.

scale : array_like, optional

scale parameter, Default is 1.

Returns:
a, b : ndarray of float

end-points of range that contain 100 * alpha % of the rv’s possible values.

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