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The Bootstrap

  • Larry Wasserman
Part of the Springer Texts in Statistics book series (STS)

Abstract

The bootstrap is a method for estimating standard errors and computing confidence intervals. Let T n = g(X 1,…, X n ) be a statistic, that is, T n is any function of the data. Suppose we want to know V F (T n ), the variance of T n . We have written V F to emphasize that the variance usually depends on the unknown distribution function F.

Keywords

Percent Confidence Interval Bootstrap Confidence Interval Approximate Versus Jackknife Estimate Computing Confidence Interval 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Larry Wasserman
    • 1
  1. 1.Department of StatisticsCarnegie Mellon UniversityPittsburghUSA

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