bootstrap置信區(qū)間如何求

import numpy as np


def average(data):
 return sum(data) / len(data)


def bootstrap(data, B, c, func):
 """
 計(jì)算bootstrap置信區(qū)間
 :param data: array 保存樣本數(shù)據(jù)
 :param B: 抽樣次數(shù) 通常B>=1000
 :param c: 置信水平
 :param func: 樣本估計(jì)量
 :return: bootstrap置信區(qū)間上下限
 """
 array = np.array(data)
 n = len(array)
 sample_result_arr = []
 for i in range(B):
 index_arr = np.random.randint(0, n, size=n)
 data_sample = array[index_arr]
 sample_result = func(data_sample)
 sample_result_arr.append(sample_result)

 a = 1 - c
 k1 = int(B * a / 2)
 k2 = int(B * (1 - a / 2))
 auc_sample_arr_sorted = sorted(sample_result_arr)
 lower = auc_sample_arr_sorted[k1]
 higher = auc_sample_arr_sorted[k2]

 return lower, higher


if __name__ == '__main__':
 result = bootstrap(np.random.randint(0, 50, 50), 1000, 0.95, average)
 print(result)

(20.48, 28.32)