pub fn bootstrap_ci(
data: &[f64],
statistic: &dyn Fn(&[f64]) -> f64,
n_boot: usize,
alpha: f64,
seed: u64,
) -> (f64, f64)Expand description
Bootstrap percentile confidence interval for a statistic.
Resamples data with replacement n_boot times, computes the statistic
on each resample, and returns the [alpha/2, 1−alpha/2] percentile interval.
§Arguments
data- Observed data.statistic- Function computing the statistic from a data slice.n_boot- Number of bootstrap resamples.alpha- Significance level (e.g. 0.05 for 95% CI).seed- RNG seed.
Returns (lower_bound, upper_bound).