statsmodels.stats.rates.confint_quantile_poisson¶

statsmodels.stats.rates.confint_quantile_poisson(count, exposure, prob, exposure_new=1.0, method=None, alpha=0.05, alternative='two-sided')[source]¶

confidence interval for quantile of poisson random variable

Parameters:¶

count : array_like¶: Observed count, number of events.
exposure : arrat_like¶: Currently this is total exposure time of the count variable.
prob : float in (0, 1)¶: Probability for the quantile, e.g. 0.95 to get the upper 95% quantile. With known mean mu, the quantile would be poisson.ppf(prob, mu).
exposure_new : float¶: Exposure of the new or predicted observation.
method : str¶: Method to used for confidence interval of the estimate of the poisson rate, used in confint_poisson. This is required, there is currently no default method.
alpha : float in (0, 1)¶: Significance level for the confidence interval of the estimate of the Poisson rate. Nominal coverage of the confidence interval is 1 - alpha.
alternative : {"two-sider", "larger", "smaller")¶: The tolerance interval can be two-sided or one-sided. Alternative “larger” provides the upper bound of the confidence interval, larger counts are outside the interval.

Returns:¶