38 views

Uploaded by Fanny Sylvia C.

- Test_R
- Diversity Vegan
- Research
- Value Engineering Chapter 1 Scope and Budget
- Factors That Influence Standard Automated Perimetry Test
- Multi-Parametric Models for Project Data Mining and Project Planning
- Inflation and Output Comovement in the Euro Area: Love at Second Sight?
- Artigo 1 Fernanda
- TONGUE POSITION AND POSTURAL CONTROL.pdf
- 2008_bmvc
- 12-4 & 12-5
- Sem-inter-correlated
- 10.1.1.30.4850.pdf
- The Effects of Q-Matrix Misspecification on Parameter Estimates and Classification Accuracy in the DINA Model
- Full Text
- IMPORTANT SSRS QUESTIONS
- AIRCRAFT COST ESTIMATING.pdf
- [Spring 2012] Exam #1.pdf
- Henseler Fassott Dijkstra Wilson 2012
- Caltech 1

You are on page 1of 10

Given a data set, say {x1 , x2 , . . . , xn } and a statistic of interest, say θ, the

basic algorithm for the non-parametric bootstrap consists of the following:

1. Resample the data with equal probability and with replacement. That

is each resampling is performed on the entire n data points, so that each

observation has probability n1 of being sampled at every resampling. For

example, for a original sample of size 5, one bootstrap sample might

be x∗ = {x4 , x1 , x3 , x2 , x2 }.

2. Calculate the statistic of interest, θ∗ = g(x∗ ), call the bth estimate θb∗ ,

and store the value in a vector.

3. Repeat (1) and (2) a large number of times.

The resulting vector of bootstrap statistics then provides an estimate of

the distribution of the statistic, by way of

1. Bootstrap estimate of the expected value:

1 X ∗

θ̂ = θ (1.1)

B b b

∗

2. Bootstrap quantiles: Let θ[q] represent the q th quantile of the bootstrap

statistic. That is, take the vector of statistics produced by the boot-

strap procedure and rank them from smallest to largest. The ranks of

the vector then correspond to the bootstrap estimate of the quantiles of

the distribution. For example, if the number of bootstrap iterations was

1000, then, the 25th element of the ranked vector of bootstrap statistics

is the bootstrap estimate of the 0.025th quantile of the distribution of

the statistic.

3. The bootstrap estimate of the standard error

v

u B

u 1 X ¡ ∗ ¢2

se(θ)

ˆ =t θb − θ̄ (1.2)

B − 1 b=1

1

³ ´

∗ ∗

4. A (1 − α)% confidence interval is θ[B α , θ

] [B(1− α )]

2 2

using the bootstrap estimates. The non-parametric bootstrap will be the

best approach to inference when everything we know about the distribution

comes from the sample. In the case where we know something about the

distribution before we look at the sample, parametric approaches will give

us better results.

Inference with the bootstrap is a direct extension of traditional inference.

Example 1 The table below shows the results of a small experiment in which

7 mice were randomly chosen from 16 to receive a new medical treatment,

while the remaining 9 were assigned to the non-treatment group. Investiga-

tors wanted to test whether the treatment prolonged life after surgery. The

table shows the survival times in days.

Treatment 94,197,16,38,99,141,23 7 86.86 25.24

Control 52,104,146,10,51,30,40,27,46 9 56.22 14.14

Difference 30.63 28.93

Say we wish to test for treatment differences, and know that the median

is a better measure of the center of distribution than the mean.

2

1000 bootstrapped Differences of Treatment Medians

500

450

400

350

300

frequency

250

200

150

100

50

0

−100 −50 0 50 100 150 200

median difference

receiving two different post-surgery treatments.

The bootstrap 95% confidence interval was (−29, 101). What is our con-

clusion?

Sometimes we know the distribution of the sample, but we cannot derive the

distribution of the statistic of interest. Sometimes we can use asymptotic

approximations, but if our sample is small these may be grossly inaccurate.

Furthermore, there are cases where the non-parametric bootstrap will fail.

3

In the case where we know the distribution of the sample, but not of

the sample statistic, the parametric bootstrap often provides a powerful ap-

proach.

The basic algorithm for the parametric bootstrap is as follows:

interest, using sample estimates for the parameters.

the value in a vector.

statistic, just as for the non-parametric case.

mean p and variance np(1 − p). Suppose we wish to conduct inference on a

population proportion using the exact distribution of the underlying sample

from which we calculate p̂. We know that the underlying distribution of each

of our sample observations is bernoulli with unknown parameter p. How

would we conduct the parametric bootstrap?

P

Xi

1. First calculate the sample estimate of p, which is p̂ = i

n

.

and calculate p̂.

and the parametric bootstrap proves to be quite useful.

Let X1 , X2 , · · · , Xn be independent and identically distributed random vari-

ables whose probability distribution function (pdf) is given by f and whose

cumulative distribution function (cdf) is given by F .

4

Rx

That is, P r{Xi ≤ x} = F (x) = −∞ f (x)dx ∀x. Let Y[n] = max{X1 , · · · , Xn },

in words, Y[n] is the largest value in the sample, or the sample maximum.

Gn (y) = P r{Y[n] ≤ y}

= P r{X1 ≤ y, X2 ≤ y, . . . , Xn ≤ y}

= P r{X1 ≤ y}P r{X2 ≤ y} · · · P r{Xn ≤ y}

= [F (y)]n (2.1)

frightfully complicated. The normal distribution for example, has no closed

form solution for the distribution of the sample maximum. We want a better

way to use the information in the sample for our inference.

Why will the non-parametric bootstrap not work for the sample max?

from a reservoir on the Savannah River Site, a former nuclear processing fa-

cility. The reservoir was used as a cooling pond for nuclear effluent through

the 1980s, receiving high levels of radioactive materials that now reside in

the sediments in the pond. It is of interest to know the probability that if

163 Bass are taken from the reservoir each year that the maximum tissue

concentration of radiocesium will exceed 30 picocuries per gram.

163 4.33 34.06 13.17 4.58

5

Radiocesium Tissue Concentration in Bass from PAR Pond

45

40

35

30

frequency

25

20

15

10

0

0 5 10 15 20 25 30 35

picocuries per gram

137

Figure 2: An approximately Normal Data set of Cs Body Burdens

6

A parametric bootstrap was performed using the normal distribution for

the underlying distribution of the data. A histogram of the bootstrapped max-

imums is shown below.

300

250

200

frequency

150

100

50

0

20 25 30 35

picocuries per gram

30 picocuries per gram.

What is the bootstrap estimate of the probability that the maximum body bur-

den in a sample of size 163 will exceed 30 picocuries per gram?

7

2.2. Code for Non-parametric Bootstrap Two Sample

Inference

treatment = [94,197,16,38,99,141,23];

control = [52,104,146,10,51,30,40,27,46];

B=1000; mediantreat=zeros(B,1);

mediancontrol=zeros(B,1);

medianDiff=zeros(B,1);

boottreat=zeros(length(treatment),1);

bootcontrol=zeros(length(control),1);

for b=1:B

for j=1:length(treatment);

pick=unidrnd(length(treatment));

boottreat(j)=treatment(pick);

end

for k=1:length(control);

pick=unidrnd(length(control));

bootcontrol(k)=control(pick);

end

mediantreat(b) = median(boottreat);

mediancontrol(b) = median(bootcontrol);

medianDiff(b) = mediantreat(b)-mediancontrol(b);

end

hist(medianDiff);

title(’1000 bootstrapped Differences of Treatment Medians’)

xlabel(’median difference’)

ylabel(’frequency’)

8

sortmedian=sort(medianDiff);

BSCI=[sortmedian(25),sortmedian(975)];

imum

hist(bass);

title(’Radiocesium Tissue Concentrations in Bass from PAR Pond’);

xlabel(’picocuries per gram’);

ylabel(’frequency’);

mu = mean(bass);

sigma = sqrt(var(bass));

B=1000;

maxbass=zeros(B,1);

for b=1:B

maxbass(b)=max(basspboot);

end

hist(maxbass);

title(’Bootstrapped Maximum Radiocesium Tissue Concentrations

in Bass from PAR Pond’);

xlabel(’picocuries per gram’);

ylabel(’frequency’);

Count30=zeros(B,1);

for j=1:B

if maxbass(j)>=30, Count30(j)=1;

9

end

end

p30=sum(Count30)/B;

10

- Test_RUploaded byWilmar Gómez
- Diversity VeganUploaded bylucio_jolly_roger
- ResearchUploaded byAlexander Klein
- Value Engineering Chapter 1 Scope and BudgetUploaded byAndres Cedeno Tutiven
- Factors That Influence Standard Automated Perimetry TestUploaded byaristos58
- Multi-Parametric Models for Project Data Mining and Project PlanningUploaded byPavel Barseghyan
- Inflation and Output Comovement in the Euro Area: Love at Second Sight?Uploaded bysr_majestyk
- Artigo 1 FernandaUploaded byStela Britto
- TONGUE POSITION AND POSTURAL CONTROL.pdfUploaded byPásztai Zoltán
- 2008_bmvcUploaded byPavel Priego
- 12-4 & 12-5Uploaded byJoHn CarLo
- Sem-inter-correlatedUploaded bytekley
- 10.1.1.30.4850.pdfUploaded byChris Ponners
- The Effects of Q-Matrix Misspecification on Parameter Estimates and Classification Accuracy in the DINA ModelUploaded byNguyen Trinh Hai Ngoc
- Full TextUploaded bymrd257
- IMPORTANT SSRS QUESTIONSUploaded byhardyrohit
- AIRCRAFT COST ESTIMATING.pdfUploaded byManish
- [Spring 2012] Exam #1.pdfUploaded bysaadqa
- Henseler Fassott Dijkstra Wilson 2012Uploaded byLiliya Iskhakova
- Caltech 1Uploaded byTarun Sharma
- New Microsoft Word Document (3)Uploaded byFrancis Xavier Sequeira
- 1-s2.0-S0951832010002048-main.pdfUploaded bySai Ram
- Paper 12 - A Discrete Event Barber Shop SimulationUploaded byEditor IJACSA
- V3I309.pdfUploaded byIJCERT PUBLICATIONS
- Art2 MolecularUploaded byMonica Ortiz Gomez
- sunny flooad alarm system.pdfUploaded byemmrab824
- Measuring Fractional CoverUploaded byBabu Poudel
- VFD com _XGB-iG5A__Modbus-1Uploaded byTấn Anh Đặng
- AccumulatorsUploaded bypaschapur
- Kedua_RancobUploaded byTriyas Mayasari

- Chapter 9Uploaded byFanny Sylvia C.
- Chapter 13Uploaded byFanny Sylvia C.
- ReviewChaps1-2Uploaded byFanny Sylvia C.
- Chapter 8Uploaded byFanny Sylvia C.
- Chapter 21Uploaded byFanny Sylvia C.
- Charles TaylorUploaded byFanny Sylvia C.
- SampleSizeCalcRevisitedUploaded byFanny Sylvia C.
- Chapter 11Uploaded byFanny Sylvia C.
- Hypo%26PowerLectureUploaded byFanny Sylvia C.
- Model- vs. design-based sampling and variance estimationUploaded byFanny Sylvia C.
- Chapter 12Uploaded byFanny Sylvia C.
- Chapter 10Uploaded byFanny Sylvia C.
- Chapter 14Uploaded byFanny Sylvia C.
- ReviewChaps3-4Uploaded byFanny Sylvia C.
- Chapter 20Uploaded byFanny Sylvia C.
- Chapter 5Uploaded byFanny Sylvia C.
- Bio Math 94 CLUSTERING POPULATIONS BY MIXED LINEAR MODELSUploaded byFanny Sylvia C.
- GRM: Generalized Regression Model for Clustering Linear SequencesUploaded byFanny Sylvia C.
- Data Modeling: General Linear Model &Statistical InferenceUploaded byFanny Sylvia C.
- Chapter5p2LectureUploaded byFanny Sylvia C.
- The not so Short Introduction to LaTeXUploaded byoetiker
- Chapter 6Uploaded byFanny Sylvia C.
- R Matrix TutorUploaded byFanny Sylvia C.
- Intro BootstrapUploaded byMichalaki Xrisoula
- An Ova PowerUploaded byFanny Sylvia C.
- Clustering in the Linear ModelUploaded byFanny Sylvia C.
- Good Article on Standard Error vs Standard DeviationUploaded byAshok Kumar Bharathidasan
- Chapter 7Uploaded byFanny Sylvia C.
- Chapter 7Uploaded byFanny Sylvia C.

- 10427-31515-1-PBUploaded byLarisa Tanase
- Spatial AnalysisUploaded byEliud Silva
- Softwares Fstat Ver.2.9.3.2Uploaded byIseng Iseng
- Partial Least Square SEM in Management Accounting JAL FinalUploaded byJan Willem-de Jong
- 1. Bank Customer TrustUploaded byMutiara Darussalam
- Jeong, Jinook & Daeyoung JeongUploaded byAndrew Tandoh
- 052176727X_AstronomUploaded byCcnene
- StatisticsUploaded byyoungbae
- Presentation by Deepan.pptxUploaded byDeepan Kumar Das
- Bootstrapping for Regressions in Stata 031017 (1)Uploaded bySaadBourouis
- metodos de permutaciónUploaded byEdwin De La Cruz Torres
- Prese QrUploaded byzdzakula
- Choi - Gene Selection and Prediction for Cancer Classification Using SVM With a Reject Option - 2011Uploaded byrakinah
- Determination of Uncertainty in ReservesUploaded byLuis Alberto Izarra
- Linear ModelsUploaded byKailas Venkat
- Var JmultiUploaded byjota de copas
- ASTM D 4759-96 Standard Practice for Determing the Specification Conformance of GeosyntheticsUploaded byPablo Antonio Valcárcel Vargas
- Dissertation 1201119Uploaded byTruong Quang Hai
- An Alternative Three-Factor Model - Investment and ROEUploaded bytoddae
- Multivariate Statistical functions in RUploaded byMichail
- TREND User GuideUploaded bykardra
- Fed ModelUploaded bySneha Reddy
- Configurations of Low-Contact ServicesUploaded bySorin
- Species Richness, Composition AndUploaded byapi-3742014
- 10.1.1.544.3132Uploaded byMarcos Silva
- Statistics is Easy 2nd EdUploaded byZainudin Zukhri
- TanakaUploaded byMami Syakir
- Winclada Manual[1]Uploaded byarponce110
- Lang and Litzenburger 1989Uploaded by顏嘉緯
- Kay Et Al JPSP God and GovernmentUploaded byPrince McGershon