在置信区间下置信值的计算_使用自举计算置信区间

在置信区间下置信值的计算

嗨，大家好， (Hi everyone,)

In this article, I will attempt to explain how we can find a confidence interval by using Bootstrap Method. Statistics and Python knowledge are needed for better understanding.

在本文中，我将尝试解释如何使用Bootstrap方法找到置信区间。 需要统计信息和Python知识才能更好地理解。

Before diving into the method, let’s remember some statistical concepts.

在深入探讨该方法之前，让我们记住一些统计概念。

Variance: It is obtained by the sum of squared distances between a data point and the mean for each data point divided by the number of data points.

方差：通过将数据点与每个数据点的平均值之间的平方距离之和除以数据点数而获得。

Sample variance

样本方差

Standard Deviation: It is a measurement that shows us how our data points spread out from the mean. It is obtained by taking the square root of the variance

标准差：这是一项度量，它向我们显示了数据点如何从均值散布。 通过求方差的平方根获得

Sample standard deviation

样品标准偏差

Cumulative Distribution Function: It can be used on any kind of variable X(discrete, continuous, etc.). It shows us the probability distribution of a variable. Therefore allowing us to interpret the probability of a value less than or equal to x from a given probability distribution

累积分布函数 ：可用于任何类型的变量X(离散，连续等)。 它向我们展示了变量的概率分布。 因此，允许我们根据给定的概率分布来解释小于或等于x的值的概率

Empirical Cumulative Distribution Function: Also known as Empirical Distribution Function. The only difference between CDF and ECDF is, while the former shows us the hypothetical distribution of any given population, the latter is based on our observed data.

经验累积分布函数：也称为经验分布函数。 CDF和ECDF之间的唯一区别是，前者向我们展示了任何给定总体的假设分布，而后者则基于我们的观察数据。

For example, how can we interpret the ECDF of the data shown on the chart above? We can say that 40% of heights are less than or equal to 160cm. Likewise, the percentage of people with heights of less than or equal to 180 cm is 99.3%

例如，我们如何解释上表所示数据的ECDF？ 可以说40％的高度小于或等于160cm。 同样，身高小于或等于180厘米的人的百分比是99.3％

Probability Density Function: It shows us the distribution of continuous variables. The area under the curve gives us the probability so that the area must always be equal to 1