Statistics.Resampling.Bootstrap

Contents

Description

The bootstrap method for statistical inference.

Synopsis

Documentation

Arguments

Confidence level

Full data sample

Estimates obtained from resampled data and estimator used for this.

Bias-corrected accelerated (BCA) bootstrap. This adjusts for both bias and skewness in the resampled distribution.

BCA algorithm is described in ch. 5 of Davison, Hinkley "Confidence intervals" in section 5.3 "Percentile method"

Arguments

:: forall (v :: Type -> Type) a. (Vector v a, Ord a, Num a)

Confidence vector

Estimate from full sample and vector of estimates obtained from resamples

Basic bootstrap. This method simply uses empirical quantiles for confidence interval.

References

Davison, A.C; Hinkley, D.V. (1997) Bootstrap methods and their application. http://statwww.epfl.ch/davison/BMA/