A real example that illustrates interesting properties of bootstrap bias correction

被引:5
作者
Jeske, DR [1 ]
Sampath, A
机构
[1] Bell Labs, Lecent Technol, Performance Anal Dept, Holmdel, NJ 07733 USA
[2] Rutgers State Univ, Dept Stat, Piscataway, NJ 08855 USA
关键词
bias correction; bootstrap methodology; mean squared error; order statistics;
D O I
10.1198/0003130031135
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
It is well known that bootstrap bias-correction typically reduces bias and increases variance. It is generally anticipated that the resultant mean squared error will be reduced. We provide a real-life example where the mean squared error will either decrease or increase, depending on what is assumed for an underlying distribution. Using only concepts from first-year statistics graduate. school curricula, the bias-corrected estimator and its mean squared error formula are developed in a simple closed form expression. Comparisons with the uncorrected estimator are made. The content of this example can be the basis for a classroom lecture, helping students vividly appreciate both what bootstrap bias-correction accomplishes and how modern statistics methodology contributes to solving a real problem.
引用
收藏
页码:62 / 65
页数:4
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