Python: Confidence intervall for arbitrary probability distribution function

Question

Is there a method in python to calculate the mean and confidence interval of an array of data points with an arbitrary probability distribution function?

I need to calculate the mean and confidence interval for the convolution of a discrete Gaussian and Poisson distribution and I only know that any new distribution function can be defined with rv_discrete. So what I would like to have is something like this:

def gaussian(x,mu,sigma):
   return ...

def poisson(x,mu,sigma):
   return ...

class noise_pdf(rv_discrete):
    def _pdf(self,x):
        return fftconvolve(gaussian(x,...), poisson(x,...), mode='same')

And now I would like to know the confidence interval for an array x to this new probability distribution function.

Thanks for your help in advance!