fairlens.metrics.resampling_interval#

resampling_interval(t_obs, t_distribution, cl=0.95)[source]#

Compute a confidence interval using a distribution of the test statistic on resampled data.

Parameters
  • t_obs (float) – Observed value of the test statistic.

  • t_distribution (pd.Series) – Samples of test statistic distribution.

  • cl (float, optional) – Confidence level of the interval.

Returns

A tuple containing the confidence interval.

Return type

Tuple[float, float]