In this post, I overview the optimal non-parametric approach to quantile confidence intervals. We will discuss the theoretical background as well as an efficient algorithm implemented in Python. Consider an ordered iid sample from a distribution , and let be the -th quantile, that is . Using our samples we want to build a possibly …
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The zero-truncated Poisson distribution is useful to model certain demographic data, such as sizes of households and families 1. This post illustrates this on historical data from the United Kingdom and demonstrates how to assess the goodness-of-fit in Python. The zero-truncated Poisson distribution is defined as\begin{align}\mathbf{P}\{Y=x\} = \mathbf{P}\{ X = x | X > 0\}, …
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