fix/variation: fix divisor in CI computations

We were using np.sqrt(n - 1) instead of the correct np.sqrt(n), which slightly overestimated the CIs (i.e. made us more conservative, so this fix is not a problem for results).
wehlutyk · Mar 11, 2017 · 6a3e350 · 6a3e350
1 parent 00677bb
commit 6a3e350
Showing 1 changed file with 3 additions and 3 deletions.
diff --git a/notebooks/variation.ipynb b/notebooks/variation.ipynb
@@ -284,7 +284,7 @@
     "            for j, alpha in enumerate([.05, .01, .001]):\n",
     "                cis[i, j] = (stats.t.ppf(1 - alpha/2, n - 1)\n",
     "                             * values[indices].std(ddof=1)\n",
-    "                             / np.sqrt(n - 1))\n",
+    "                             / np.sqrt(n))\n",
     "\n",
     "        print(null_name + ' |', end='')\n",
     "        differences = ((bin_values[:,np.newaxis]\n",
@@ -349,7 +349,7 @@
     "        h0ns[i] = h0n[indices].mean()\n",
     "        values[i] = y[indices].mean()\n",
     "        cis[i] = (stats.t.ppf(.975, n - 1) * y[indices].std(ddof=1)\n",
-    "                  / np.sqrt(n - 1))\n",
+    "                  / np.sqrt(n))\n",
     "    \n",
     "    # Plot.\n",
     "    nuphi = r'\\nu_{\\phi' + (',r' if relative else '') + '}'\n",
@@ -464,7 +464,7 @@
     "        h0ns[i] = h0n[indices].mean()\n",
     "        values[i] = y[indices].mean()\n",
     "        cis[i] = (stats.t.ppf(.975, n - 1) * y[indices].std(ddof=1)\n",
-    "                  / np.sqrt(n - 1))\n",
+    "                  / np.sqrt(n))\n",
     "    \n",
     "    # Plot.\n",
     "    scale = abs(h0s.mean())\n",