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Function to calculate Jefferey's Interval for Binomial proportion confidence interval. See https://en.wikipedia.org/wiki/Binomial_proportion_confidence_interval#Jeffreys_interval
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| def jeffreys_interval(trials, successes, α=0.05): | |
| n = int(trials) | |
| x = int(successes) | |
| beta = scipy.stats.beta(x + 0.5, n-x+0.5) | |
| if x == 0: | |
| low = 0 | |
| else: | |
| low = beta.ppf(α/2) | |
| if x == n: | |
| high = 1 | |
| else: | |
| high = beta.ppf(1-α/2) | |
| return x/n-low, high-x/n |
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