Bootstrap Confidence Intervals

Abstract

We describe the various techniques that were proposed for constructing non-parametric confidence intervals using the bootstrap. These include bootstrap pivotal intervals, percentile and bias-corrected percentile intervals, and non-parametric titling intervals. These methods are small sample improvements over the usual + or - standard deviation intervals. We discuss them in detail, outlining underlying assumptions in each case. We show how the non- parametric titling interval can be viewed as an extension of a bootstrap pivotal interval, and suggest a number of generalizations. Finally, the various intervals are compared in a small simulation study.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1984
Accession Number
ADA147572

Entities

People

  • Robert J. Tibshirani

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Contract Administration
  • Contracts
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Intervals
  • Mathematical Analysis
  • Simulations
  • Standards

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Theoretical Analysis.