scope_rl.utils.estimate_confidence_interval_by_bootstrap#

scope_rl.utils.estimate_confidence_interval_by_bootstrap(samples, alpha=0.05, n_bootstrap_samples=100, random_state=None)[source]#

Estimate the confidence interval by a nonparametric bootstrap-like procedure.

Parameters:

  • samples (array-like) – Samples.

  • alpha (float, default=0.05) – Significance level. The value should be within [0, 1).

  • n_bootstrap_samples (int, default=10000 (> 0)) – Number of resampling performed in the bootstrap procedure.

  • random_state (int, default=None (>= 0)) – Random state.

Returns:

estimated_confidence_interval – Dictionary storing the estimated mean and upper-lower confidence bounds.

Return type:

dict