• python实现参数估计-置信区间


    一、关于体温、性别、心率的临床数据
    对男性体温抽样计算下95%置信区间总体均值范围。转自:https://www.jianshu.com/p/a3efca8371eb

    import pandas as pd
    import numpy as np 
    import seaborn as sns
    import matplotlib.pyplot as plt
    #读取数据
    df = pd.read_csv('http://jse.amstat.org/datasets/normtemp.dat.txt', header = None,sep = 's+' ,names=['体温','性别','心率'])
    
    #选取样本大小,查看数据
    np.random.seed(42)
    #df.describe()
    #样本量为90,查看样本数据
    df_sam = df.sample(90) 
    df_sam.head()
    
    
    #计算抽取样本中男士体温的均值
    df3 = df_sam.loc[df_sam['性别']==1]
    df3['体温'].mean()
    
    #重复抽取样本,计算其他样本中男士体温的均值,得到抽样分布
    boot_means = []
    for _ in range(10000):
       bootsample = df.sample(90, replace=True)
       mean = bootsample[bootsample['性别'] == 1]['体温'].mean()
       boot_means.append(mean)
    
    
    #绘制男士体温抽样分布均值
    
    #计算抽样分布的置信区间以估计总体均值, 置信度95%
    np.percentile(boot_means, 2.5), np.percentile(boot_means, 97.5)

    二、python实现一个总体均值的置信区间

     转自:https://blog.csdn.net/qq_39284106/article/details/103707239

    def mean_interval(mean=None, std=None, sig=None, n=None, confidence=0.95):
        """
        mean:样本均值
        std:样本标准差
        sig: 总体方差
        n:   样本量
        confidence:置信水平
        功能:构建总体均值的置信区间
        """
        alpha = 1 - confidence
        z_score = scipy.stats.norm.isf(alpha / 2)  # z分布临界值
        t_score = scipy.stats.t.isf(alpha / 2, df = (n-1) )  # t分布临界值
       
        if n >= 30 and sig != None:
            me = z_score*sig / np.sqrt(n)  # 误差
            lower_limit = mean - me
            upper_limit = mean + me
            
        if n >= 30 and sig == None:
            me = z_score*std / np.sqrt(n)
            lower_limit = mean - me
            upper_limit = mean + me
            
        if n < 30 and sig == None:
            me = t_score*std / np.sqrt(n)
            lower_limit = mean - me
            upper_limit = mean + me
        
        return (round(lower_limit, 3), round(upper_limit, 3))
     
    mean_interval(mean=8900, std=None, sig=500, n=35, confidence=0.95)
    mean_interval(mean=8900, std=500, sig=None, n=35, confidence=0.90)
    mean_interval(mean=8900, std=500, sig=None, n=35, confidence=0.99)

    三、实现一个总体方差的置信区间

    (1) 样本均值为21,  样本标准差为2,    样本量为50;                    
    (2) 样本均值为1.3, 样本标准差为0.02, 样本量为15;                        
    (3) 样本均值为167, 样本标准差为31,   样本量为22;                        
    Question1: 根据以上样本结果,计算总体方差的90%的置信区间?  
    Question2: 根据以上样本结果,计算总体标准差的90%的置信区间?        
     
    def std_interval(mean=None, std=None, n=None, confidence=0.95, para="总体标准差"):
        """
        mean:样本均值
        std:样本标准差
        n:   样本量
        confidence:置信水平
        para:总体估计参数
        功能:构建总体方差&总体标准差的置信区间
        """
        variance = np.power(std,2)
        alpha = 1 - confidence
        
        chi_score0 = scipy.stats.chi2.isf(alpha / 2, df = (n-1))
        chi_score1 = scipy.stats.chi2.isf(1 - alpha / 2, df = (n-1))
       
        if para == "总体标准差":
            lower_limit = np.sqrt((n-1)*variance / chi_score0)
            upper_limit = np.sqrt((n-1)*variance / chi_score1)
        if para == "总体方差":
            lower_limit = (n-1)*variance / chi_score0
            upper_limit = (n-1)*variance / chi_score1
            
        return (round(lower_limit, 2), round(upper_limit, 2))
     
    std_interval(mean=21, std=2, n=50, confidence=0.90)   
    std_interval(mean=1.3, std=0.02, n=15, confidence=0.90)  
    std_interval(mean=167, std=31, n=22, confidence=0.90) 

    四、实现两个总体方差比的置信区间

    data1 = [3.45, 3.22, 3.90, 3.20, 2.98, 3.70, 3.22, 3.75, 3.28, 3.50, 3.38, 3.35, 2.95, 3.45, 3.20, 3.16, 3.48, 3.12, 3.20, 3.18, 3.25]
    data2 = [3.22, 3.28, 3.35, 3.38, 3.19, 3.30, 3.30, 3.20, 3.05, 3.30, 3.29, 3.33, 3.34, 3.35, 3.27, 3.28, 3.16, 3.28, 3.30, 3.34, 3.25]
    
    def two_std_interval(d1, d2, confidence=0.95, para="两个总体方差比"):
    """
    d1: 数据1
    d2: 数据2
    confidence:置信水平
    para:总体估计参数
    功能:构建两个总体方差比&总体标准差比的置信区间
    """
    n1 = len(d1)
    n2 = len(d2)
    var1 = np.var(d1, ddof=1) # ddof=1 样本方差
    var2 = np.var(d2, ddof=1) # ddof=1 样本方差
    alpha = 1 - confidence
    
    f_score0 = scipy.stats.f.isf(alpha / 2, dfn=n1-1, dfd=n2-1) # F分布临界值
    f_score1 = scipy.stats.f.isf(1-alpha / 2, dfn=n1-1, dfd=n2-1) # F分布临界值
    
    if para == "两个总体标准差比":
    lower_limit = np.sqrt((var1 / var2) / f_score0)
    upper_limit = np.sqrt((var1 / var2) / f_score01)
    if para == "两个总体方差比":
    lower_limit = (var1 / var2) / f_score0
    upper_limit = (var1 / var2) / f_score1
    
    return (round(lower_limit, 2), round(upper_limit, 2))
    
    two_std_interval(data1, data2, confidence=0.95, para="两个总体方差比")



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  • 原文地址:https://www.cnblogs.com/zym-yc/p/12111381.html
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