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- jackknife_stats

# jackknife_stats

astropy.stats.jackknife_stats(data, statistic, confidence_level=0.95)

  Performs jackknife estimation on the basis of jackknife resamples.

  This function requires SciPy to be installed.

  Parameters:
    data `ndarray`

      Original sample (1-D array).

    statistic python:function

      Any function (or vector of functions) on the basis of the measured data, e.g, sample mean, sample variance, etc. The jackknife estimate of this statistic will be returned.

    confidence_level `python:float`, optional

      Confidence level for the confidence interval of the Jackknife estimate. Must be a real-valued number in (0,1). Default value is 0.95.

  Returns:
    estimate `python:float` or `ndarray`

      The i-th element is the bias-corrected “jackknifed” estimate.

    bias `python:float` or `ndarray`

      The i-th element is the jackknife bias.

    std_err `python:float` or `ndarray`

      The i-th element is the jackknife standard error.

    conf_interval `ndarray`

      If `statistic` is single-valued, the first and second elements are the lower and upper bounds, respectively. If `statistic` is vector-valued, each column corresponds to the confidence interval for each component of `statistic`. The first and second rows contain the lower and upper bounds, respectively.

  Examples

  1. Obtain Jackknife resamples:

      >>> import numpy as np
      >>> from astropy.stats import jackknife_resampling
      >>> from astropy.stats import jackknife_stats
      >>> data = np.array([1,2,3,4,5,6,7,8,9,0])
      >>> resamples = jackknife_resampling(data)
      >>> resamples
      array([[2., 3., 4., 5., 6., 7., 8., 9., 0.],
             [1., 3., 4., 5., 6., 7., 8., 9., 0.],
             [1., 2., 4., 5., 6., 7., 8., 9., 0.],
             [1., 2., 3., 5., 6., 7., 8., 9., 0.],
             [1., 2., 3., 4., 6., 7., 8., 9., 0.],
             [1., 2., 3., 4., 5., 7., 8., 9., 0.],
             [1., 2., 3., 4., 5., 6., 8., 9., 0.],
             [1., 2., 3., 4., 5., 6., 7., 9., 0.],
             [1., 2., 3., 4., 5., 6., 7., 8., 0.],
             [1., 2., 3., 4., 5., 6., 7., 8., 9.]])
      >>> resamples.shape
      (10, 9)

  2. Obtain Jackknife estimate for the mean, its bias, its standard error, and its 95% confidence interval:

      >>> test_statistic = np.mean
      >>> estimate, bias, stderr, conf_interval = jackknife_stats(
      ...     data, test_statistic, 0.95)
      >>> estimate
      4.5
      >>> bias
      0.0
      >>> stderr
      0.95742710775633832
      >>> conf_interval
      array([2.62347735,  6.37652265])

  3. Example for two estimates

      >>> test_statistic = lambda x: (np.mean(x), np.var(x))
      >>> estimate, bias, stderr, conf_interval = jackknife_stats(
      ...     data, test_statistic, 0.95)
      >>> estimate
      array([4.5       ,  9.16666667])
      >>> bias
      array([ 0.        , -0.91666667])
      >>> stderr
      array([0.95742711,  2.69124476])
      >>> conf_interval
      array([[ 2.62347735,   3.89192387],
             [ 6.37652265,  14.44140947]])

  IMPORTANT: Note that confidence intervals are given as columns