The Weighted Bootstrap

The Weighted Bootstrap

Versandkostenfrei!
Versandfertig in 1-2 Wochen
77,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
39 °P sammeln!
INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal tool to obtain approximation of the distribution of statistics. The now well known underlying idea is the following : consider a sample X of Xl ' n independent and identically distributed H.i.d.) random variables (r. v,'s) with unknown probability measure (p.m.) P . Assume we are interested in approximating the distribution of a statistical functional T(P ) the -1 nn empirical counterpart of the functional T(P) , where P n := n l:i=l aX. is 1 the empirical p.m. Since in some sense P is close to P...