statistical bootstrap function in python

bootstrap.py

import numpy as np
import numpy.random as npr
import pylab


def bootstrap(data, num_samples, statistic, alpha):
    """Returns bootstrap estimate of 100.0*(1-alpha) CI for statistic."""
    n = len(data)
    idx = npr.randint(0, n, (num_samples, n))
    samples = data[idx]
    stat = np.sort(statistic(samples, 1))
    return (stat[int((alpha/2.0)*num_samples)],
            stat[int((1-alpha/2.0)*num_samples)])

data = np.array([1, 2, 3, 1000, 5])
low, high = bootstrap(data, 100000, np.mean, 0.05)