Bootstrap-t Confidence Interval
Bootstrap-t Confidence Interval We want to approximate the sampling distribution of a pivotal quantity with bootstrap distribution so that we could construct a confidence interval. The method is similar to approximating a sampling distribution of a pivotal quantity using a t-distribution. The Step-By-Step Approach Given a sample 𝒮, an attribute a(𝒮), and standard error $$\widehat {SD}[\tilde a(\mathcal S)]$$, calculate a(𝒮) and standard error $$\widehat {SD}[\tilde a(\mathcal S)]$$ based on the sample. ...