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 ...
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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 when n is large, n - - LLd. from P and builds the empirical p.m. if one samples Xl ' ..., Xm n n -1 mn - - P T(P ) conditionally on: = mn l: i =1 a - ' then the behaviour of P m n, m n n n X. 1 T(P ) should imitate that of when n and mn get large. n This idea has lead to considerable investigations to see when it is correct, and when it is not. When it is not, one looks if there is any way to adapt it.
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Add this copy of The Weighted Bootstrap to cart. $41.52, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1995 by Springer-Verlag.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 450grams, ISBN: 9780387944784.
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