jacobgil OP t1_jc2h94t wrote on March 13, 2023 at 3:47 PM

Reply to comment by Valuable-Kick7312 in [P] Introducing confidenceinterval, the long missing python library for computing confidence intervals by jacobgil

Yes. I think confidence intervals assume iid. If they are not iid, then the CI could be too short.

Valuable-Kick7312 t1_jc2ziwy wrote on March 13, 2023 at 5:47 PM

Thank you for the answer!

Just a few notes: In general, confidence intervals do not assume iid. Moreover, in theory, if the data is not drawn iid then CI can also be smaller. However, I have not encountered this in practice yet.