[SciPy-Dev] Proposal to add `bootstrap_ci` function for estimating confidence intervals of n-sample statistics

[Matt Haberland]

Dear SciPy Developers,

One of the items in the detailed SciPy roadmap is:
> Where appropriate, include confidence intervals for the statistic in the
results of any statistical test.

gh-13371 proposes a function, `bootstrap_ci`, that accepts two arguments,
`data` and `statistic`, and (by default) estimates a 95% confidence
interval for the true value of the statistic.
https://github.com/scipy/scipy/pull/13371

Features:

   - Implements "percentile", "reverse percentile/basic", and "BCa"
   bootstrap
   - Works on n-sample statistics (for now, "BCa" is only available for
   one-sample statistics)
   - Works along the provided `axis` of n-dimensional data

The PR does not add a confidence interval (or a method for calculating the
confidence interval) to the information returned by existing statistical
tests, but the function `bootstrap_ci` can easily be used with existing
statistical tests by providing a lightly-wrapped version of the test as the
`statistic` argument (see examples in documentation). Adding this
functionality to existing tests (and new tests) for convenience is being
discussed for a follow-up PR.

Please consider joining the discussion about this proposed feature in
gh-13371!

Thanks,
Matt

-- 
Matt Haberland
Assistant Professor
BioResource and Agricultural Engineering
08A-3K, Cal Poly
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