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- Jan 2022
Generally, bootstrap involves the following steps:
- A sample from population with sample size n.
- Draw a sample from the original sample data with replacement with size n, and replicate B times, each re-sampled sample is called a Bootstrap Sample, and there will totally B Bootstrap Samples.
- Evaluate the statistic of θ for each Bootstrap Sample, and there will be totally B estimates of θ.
- Construct a sampling distribution with these B Bootstrap statistics and use it to make further statistical inference, such as:
- Estimating the standard error of statistic for θ.
- Obtaining a Confidence Interval for θ.