Model
Digital Document
Publisher
Florida Atlantic University
Description
Determining the variance of a statistic (such as the sample median) can be
difficult. Various methods of Bootstrapping (re-sampling with replacement) were
used to estimate variance of one or more statistics based on a single sample. This
estimator was compared to the empirical estimators based on repeated simulations of
various sample sizes from a given distribution. Of particular interest was which of the
methods of Bootstrapping were most effective with a dependent data set. Different
degrees of dependency were used for the simulations with dependent data.
difficult. Various methods of Bootstrapping (re-sampling with replacement) were
used to estimate variance of one or more statistics based on a single sample. This
estimator was compared to the empirical estimators based on repeated simulations of
various sample sizes from a given distribution. Of particular interest was which of the
methods of Bootstrapping were most effective with a dependent data set. Different
degrees of dependency were used for the simulations with dependent data.
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