Nonparametric bootstrap
Definition taught in Bootstrap and numerical methods in R, part of Using R
Nonparametric bootstrap
| Type | Definition |
| Taught in | Bootstrap and numerical methods in R |
| Part | Using R |
The nonparametric bootstrap estimates the sampling distribution of a statistic by drawing samples of size n, with replacement, from the observed sample, and recomputing the statistic on each draw. The units that are drawn are the units that were assumed independent. The percentile interval between the empirical 0.025 and 0.975 quantiles of those recomputed statistics is a description of that resampling distribution. It is not a posterior probability for a parameter.
Used in
- Taught in Bootstrap and numerical methods in R, where the derivation and examples are.
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