binned_binom_proportion

astropy.stats.binned_binom_proportion(x, success, bins=10, range=None, confidence_level=0.68269, interval='wilson')

Binomial proportion and confidence interval in bins of a continuous variable x.

Given a set of datapoint pairs where the x values are continuously distributed and the success values are binomial (“success / failure” or “true / false”), place the pairs into bins according to x value and calculate the binomial proportion (fraction of successes) and confidence interval in each bin.

Parameters:

xpython:sequence

Values.

successpython:sequence of bool

Success (True) or failure (False) corresponding to each value in x. Must be same length as x.

binspython:int or python:sequence of scalar, optional

If bins is an int, it defines the number of equal-width bins in the given range (10, by default). If bins is a sequence, it defines the bin edges, including the rightmost edge, allowing for non-uniform bin widths (in this case, ‘range’ is ignored).

range(python:float, python:float), optional

The lower and upper range of the bins. If None (default), the range is set to (x.min(), x.max()). Values outside the range are ignored.

confidence_levelpython:float, optional

Must be in range [0, 1]. Desired probability content in the confidence interval (p - perr[0], p + perr[1]) in each bin. Default is 0.68269.

interval{‘wilson’, ‘jeffreys’, ‘flat’, ‘wald’}, optional

Formula used to calculate confidence interval on the binomial proportion in each bin. See binom_conf_interval for definition of the intervals. The ‘wilson’, ‘jeffreys’, and ‘flat’ intervals generally give similar results. ‘wilson’ should be somewhat faster, while ‘jeffreys’ and ‘flat’ are marginally superior, but differ in the assumed prior. The ‘wald’ interval is generally not recommended. It is provided for comparison purposes. Default is ‘wilson’.

Returns:

bin_ctrndarray

Central value of bins. Bins without any entries are not returned.

bin_halfwidthndarray

Half-width of each bin such that bin_ctr - bin_halfwidth and bin_ctr + bins_halfwidth give the left and right side of each bin, respectively.

pndarray

Efficiency in each bin.

perrndarray

2-d array of shape (2, len(p)) representing the upper and lower uncertainty on p in each bin.

See also

binom_conf_interval

Function used to estimate confidence interval in each bin.

Notes

This function requires scipy for all interval types.

Examples

Suppose we wish to estimate the efficiency of a survey in detecting astronomical sources as a function of magnitude (i.e., the probability of detecting a source given its magnitude). In a realistic case, we might prepare a large number of sources with randomly selected magnitudes, inject them into simulated images, and then record which were detected at the end of the reduction pipeline. As a toy example, we generate 100 data points with randomly selected magnitudes between 20 and 30 and “observe” them with a known detection function (here, the error function, with 50% detection probability at magnitude 25):

>>> from scipy.special import erf
>>> from scipy.stats.distributions import binom
>>> def true_efficiency(x):
...     return 0.5 - 0.5 * erf((x - 25.) / 2.)
>>> mag = 20. + 10. * np.random.rand(100)
>>> detected = binom.rvs(1, true_efficiency(mag))
>>> bins, binshw, p, perr = binned_binom_proportion(mag, detected, bins=20)
>>> plt.errorbar(bins, p, xerr=binshw, yerr=perr, ls='none', marker='o',
...              label='estimate')

(png, svg, pdf)

The above example uses the Wilson confidence interval to calculate the uncertainty perr in each bin (see the definition of various confidence intervals in binom_conf_interval). A commonly used alternative is the Wald interval. However, the Wald interval can give nonsensical uncertainties when the efficiency is near 0 or 1, and is therefore not recommended. As an illustration, the following example shows the same data as above but uses the Wald interval rather than the Wilson interval to calculate perr:

>>> bins, binshw, p, perr = binned_binom_proportion(mag, detected, bins=20,
...                                                 interval='wald')
>>> plt.errorbar(bins, p, xerr=binshw, yerr=perr, ls='none', marker='o',
...              label='estimate')

(png, svg, pdf)