标准偏差(Standard Deviation)、标准误(Standard Error)、置信区间(Confidence Intervals)
import numpy as np
from matplotlib import pyplot as plt
from scipy.stats import t
# 在5-15范围内生成15个随机数据点
X = np.random.randint(5, 15, 15)
# 样本大小
n = X.size
# 平均
X_mean = np.mean(X)
# standard deviation
X_std = np.std(X)
# standard error
X_se = X_std / np.sqrt(n)
# alternatively:
# from scipy import stats
# stats.sem(X)
# 95% Confidence Interval
dof = n - 1 # degrees of freedom
alpha = 1.0 - 0.95
conf_interval = t.ppf(1-alpha/2., dof) * X_std*np.sqrt(1.+1./n)
fig = plt.gca()
plt.errorbar(1, X_mean, yerr=X_std, fmt='-o')
plt.errorbar(2, X_mean, yerr=X_se, fmt='-o')
plt.errorbar(3, X_mean, yerr=conf