Bootstrap Percentile Interval

Problem

The percentile bootstrap interval takes the alpha/2 and 1 - alpha/2 quantiles of the sorted bootstrap statistics, using linear interpolation with position (n - 1) p.

Given the sorted statistics and alpha, return [lower, upper].

Hint

Interpolate between the two neighboring order statistics.

Test cases

case 1

in: [[1,2,3,4,5],0.2]

expected: [1.4,4.6]

case 2

in: [[0,1],0.5]

expected: [0.25,0.75]

case 3

in: [[-2,0,2],0.1]

expected: [-1.8,1.7999999999999998]

Starter codePython

def bootstrap_percentile_interval(sorted_stats, alpha):
    # Your code here
    pass

3 test cases · run your code against them in the editor