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I have a curve and I want to create the confidence interval for the curve. Here, I provide a simple example:

mean, lower, upper = [],[],[]
ci = 0.2
for i in range (20):

    a = np.random.rand(100)
    MEAN = np.mean(a)
    mean.append(MEAN)
    std = np.std(a)
    Upper = MEAN+ci*std
    Lower = MEAN-ci*std

    lower.append(Lower)
    upper.append(Upper)


 plt.figure(figsize=(20,8))
 plt.plot(mean,'-b', label='mean')
 plt.plot(upper,'-r', label='upper')
 plt.plot(lower,'-g', label='lower')

 plt.xlabel("Value",   fontsize = 30)
 plt.ylabel("Loss", fontsize = 30)
 plt.xticks(fontsize= 30) 
 plt.yticks(fontsize= 30) 
 plt.legend(loc=4, prop={'size': 30})

In the above example, I drew %80 confidence interval. I have two questions:

1- Could you please tell me that this way of calculating and plotting the confidence interval is true?

2- I want to identify the area of the confidence interval. I have attached a figure, I want some thing like that. Could you please tell me if you have any solution? Thanks for your help.

enter image description here

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1 Answer 1

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I also asked this question in stackoverflow and I got the answer from there. here is the question: https://stackoverflow.com/questions/71916767/how-to-plot-confidence-interval-of-a-time-series-data-in-python

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