The Bootstrap

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


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.


Percent Confidence Interval Bootstrap Confidence Interval Approximate Versus Jackknife Estimate Computing Confidence Interval 
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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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