data-science 2020-10-08 | Slack Archive

jumar05:10:27

I'm a noob in statistics but have been watching some videos here: https://creativemaths.net/videos/#inference As a learning excercise, I tried to implement confidence interval calculations for mean and median here: https://github.com/jumarko/clojure-experiments/blob/master/src/clojure_experiments/stats/confidence_intervals.clj#L37-L92 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)

genmeblog21:10:53

Compare with my implementation here: https://github.com/generateme/fastmath/blob/382ec27d23fbaf8925a088c5d5edc27e4596dd0d/src/fastmath/stats.clj#L407

genmeblog21:10:33

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

genmeblog21:10:52

There is also bootstrap ci https://github.com/generateme/fastmath/blob/382ec27d23fbaf8925a088c5d5edc27e4596dd0d/src/fastmath/stats.clj#L423

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.

jumar08:10:06

Cool, thanks! I’ll check the links later

2020-10-08

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