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.
KeywordsPercent Confidence Interval Bootstrap Confidence Interval Approximate Versus Jackknife Estimate Computing Confidence Interval
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