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I'm a noob in statistics but have been watching some videos here: As a learning excercise, I tried to implement confidence interval calculations for mean and median here: Does the implementation makes any sense? Any good clojure/java libraries that do the same thing? (especially interested in approaches for calculating a confidence interval for a median)


There are also other intervals/extents like adjacent values or median/quantiles etc.

Daniel Slutsky22:10:38

@U06BE1L6T your clojure_experiments repo looks amazing. What a huge collection of interesting examples! As @U1EP3BZ3Qsuggested, I think Bootstrap-based confidence intervals seem like a good practical approach for confidence intervals for medians, as there isn't any general approximation such as the t-distribution we have for means. The intro to bootstrap that is linked to from @U1EP3BZ3Q's code is quite nice to read, I think.


Cool, thanks! I’ll check the links later