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  1. Jan 2022
    1. Generally, bootstrap involves the following steps:
      1. A sample from population with sample size n.
      2. 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.
      3. Evaluate the statistic of θ for each Bootstrap Sample, and there will be totally B estimates of θ.
      4. 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.