[SciPy-Dev] Adding non-parametric methods to scipy.stats

[Romain Jacob]

On 09/06/2020 20:18, Matt Haberland wrote:
> Yes, I think we would be interested in confidence intervals, but I 
> think the algorithm should be very well standard/cited, even if it's 
> not the best/most modern.

Yes definitely! We did not invented the method I am referring to, it a 
long-known approach (first proposed by Thompson in 1936 [1], extended 
later and commonly found in textbooks, eg [2,3]). This method is very 
simple, quite powerful, yet it has been largely overlooked in many 
scientific fields. I found no available implementation to facilitate its 
use (at least not in Python, there may be something in R, I have not 
looked).

[1] https://www.jstor.org/stable/2957563
[2] doi.org/10.1002/0471722162.ch7
[3] https://perfeval.epfl.ch/

> @WarrenWeckesser and I had planned to work on confidence intervals for 
> the test statistics returned by our statistical tests 
> <https://docs.scipy.org/doc/scipy/reference/stats.html#statistical-tests>. 
>

That is also definitely interesting, although I am not myself an expert 
in that area. I am glad to see that the complete list contains some 
non-parametric tests :-)

Cheers,
-- 
Romain

>
> On Mon, Jun 8, 2020 at 2:11 AM Romain Jacob <jacobr at ethz.ch 
> <mailto:jacobr at ethz.ch>> wrote:
>
>     Hello everyone,
>
>     I have been working for some time on the implementation of
>     non-parametric methods to compute confidence intervals for
>     percentiles. There are some very interesting results in the
>     literature (see e.g. a nice pitch in [1]) which I think it would
>     be great to add to SciPy to make them more readily available. It
>     also seems to be rather in line with "recent" discussions of the
>     roadmap for scipy.stats [2].
>
>     I would be interested in contributing this. What do you think?
>
>     Cheers,
>     -- 
>     Romain
>
>     [1] https://ieeexplore.ieee.org/document/6841797
>     [2] https://github.com/scipy/scipy/issues/10577
>
>     -- 
>     Romain Jacob
>     Postdoctoral Researcher
>     ETH Zurich - Computer Engineering and Networks Laboratory
>     www.romainjacob.net <https://www.romainjacob.net/>
>     @RJacobPartner <https://twitter.com/RJacobPartner>
>     Gloriastrasse 35, ETZ G75
>     8092 Zurich
>     +41 7 68 16 88 22
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>
>
> -- 
> Matt Haberland
> Assistant Professor
> BioResource and Agricultural Engineering
> 08A-3K, Cal Poly
>
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-- 
Romain Jacob
Postdoctoral Researcher
ETH Zurich - Computer Engineering and Networks Laboratory
www.romainjacob.net <https://www.romainjacob.net/>
@RJacobPartner <https://twitter.com/RJacobPartner>
Gloriastrasse 35, ETZ G75
8092 Zurich
+41 7 68 16 88 22
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