May I ask does anyone know if there is a library for calculating t-statistics based on bootstrapped standard error instead of regular standard error in python? I have searched for so long but it seems there isn't anyone... Thank you in advance.
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Software recommendations are unfortunately offtopic. – NoDataDumpNoContribution May 01 '20 at 07:27
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Bootstrapping can be performed in Python using the bootstrapped
package (GitHub, PyPI):
import numpy as np
import bootstrapped.bootstrap as bs
import bootstrapped.stats_functions as bs_stats
mean = 100
stdev = 10
population = np.random.normal(loc=mean, scale=stdev, size=50000)
# take 1k 'samples' from the larger population
samples = population[:1000]
print(bs.bootstrap(samples, stat_func=bs_stats.mean))
>> 100.08 (99.46, 100.69)
print(bs.bootstrap(samples, stat_func=bs_stats.std))
>> 9.49 (9.92, 10.36)

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