'Confidence interval with equal areas around the median.
Parameters
alpha : array_like of float
Probability that an rv will be drawn from the returned range.
Each value should be in the range [0, 1].
arg1, arg2, ... : array_like
The shape parameter(s) for the distribution (see docstring of the
instance object for more information).
loc : array_like, optional
location parameter, Default is 0.
scale : array_like, optional
scale parameter, Default is 1.
Returns
a, b : ndarray of float
end-points of range that contain ``100 * alpha %`` of the rv\'s
possible values.'

def interval(self, alpha, *args, **kwds):

    alpha = asarray(alpha)
    if np.any(((alpha > 1) | (alpha < 0))):
        raise ValueError('alpha    must    be    between    0    and    1    inclusive')
    q1 = ((1.0 - alpha) / 2)
    q2 = ((1.0 + alpha) / 2)
    a = self.ppf(q1, *args, **kwds)
    b = self.ppf(q2, *args, **kwds)
    return (a, b)
