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The Weighted Bootstrap (Paperback, Softcover reprint of the original 1st ed. 1995) Loot Price: R2,402
Discovery Miles 24 020

# The Weighted Bootstrap (Paperback, Softcover reprint of the original 1st ed. 1995)

## Philippe Barbe, Patrice Bertail

### Series: Lecture Notes in Statistics, 98

Loot Price R2,402 Discovery Miles 24 020

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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.

### General

 Imprint: Springer-Verlag New York Country of origin: United States Series: Lecture Notes in Statistics, 98 Release date: February 1995 First published: 1995 Authors: Philippe Barbe • Patrice Bertail Dimensions: 235 x 155 x 13mm (L x W x T) Format: Paperback Pages: 230 Edition: Softcover reprint of the original 1st ed. 1995 ISBN-13: 978-0-387-94478-4 Barcode: 9780387944784 Categories: Books > Science & Mathematics > Mathematics > Probability & statistics Promotions LSN: 0-387-94478-8

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