data-science

Data science, data analysis, and machine learning in Clojure https://scicloj.github.io/pages/chat_streams/ for additional discussions
jumar 2020-10-08T05:52:27.018500Z

I'm a noob in statistics but have been watching some videos here: https://creativemaths.net/videos/#inference As a learning excercise, I tried to implement confidence interval calculations for mean and median here: https://github.com/jumarko/clojure-experiments/blob/master/src/clojure_experiments/stats/confidence_intervals.clj#L37-L92 Does the implementation makes any sense? Any good clojure/java libraries that do the same thing? (especially interested in approaches for calculating a confidence interval for a median)

genmeblog 2020-10-08T21:37:33.019300Z

There are also other intervals/extents like adjacent values or median/quantiles etc.

2020-10-08T22:25:38.019800Z

@jumar your clojure_experiments repo looks amazing. What a huge collection of interesting examples! As @tsulejsuggested, I think Bootstrap-based confidence intervals seem like a good practical approach for confidence intervals for medians, as there isn't any general approximation such as the t-distribution we have for means. The intro to bootstrap that is linked to from @tsulej's code is quite nice to read, I think.

jumar 2020-10-09T08:30:06.042700Z

Cool, thanks! I’ll check the links later

genmeblog 2020-10-08T21:37:33.019300Z

There are also other intervals/extents like adjacent values or median/quantiles etc.

2020-10-08T22:25:38.019800Z

@jumar your clojure_experiments repo looks amazing. What a huge collection of interesting examples! As @tsulejsuggested, I think Bootstrap-based confidence intervals seem like a good practical approach for confidence intervals for medians, as there isn't any general approximation such as the t-distribution we have for means. The intro to bootstrap that is linked to from @tsulej's code is quite nice to read, I think.