title: Equivalent python code of "normfit" in Matlab
body: <p>Dose anyone know how the Confidence interval for the standard deviation is calculated in normfit function in Matlab? I need a python code to calculate such a parameter. In MATLAB, normfit returns 4 parameter, mean, std and Confidence interval of mean (muCI) and Confidence interval of standard deviation (sigmaCI). </p>
  
  <pre><code>[muHat,sigmaHat,muCI,sigmaCI] = normfit(x)
  </code></pre>
  
  <p>The python code below gives three parameters, muHat, sigmaHat and muCI. But I need the confidence interval of std (sigmaCI) in Python.</p>
  
  <pre><code>def function(data, confidence= 0.95):
      a = 1.0 * np.array(data)
      n = len(a)
      m ,se =  np.mean(a), scipy.stats.sem(a)
      h = se * scipy.stats.t.ppf((1 + confidence) / 2., n - 1)
      sigma = np.std(data, ddof=1)
      return m, sigma, [m - h, m + h]
  </code></pre>