Könyv Weighted Bootstrap Philippe Barbe

Weighted Bootstrap

Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
38 497 Ft
INTRODUCTION 1) Introduction In 1979, Efron introduced the bootstrap method as a kind of universal t...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
1995
oldal
230
EAN
9780387944784
ISBN
0387944788
Enbook ID
06793778
Súly
454
Méretek
155 x 235 x 14

Teljes leírás

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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