An interesting post by my former coworker, Yanir Seroussi.
Previously, I encouraged readers to test different approaches to bootstrapped confidence interval (CI) estimation. Such testing can done by relying on the definition of CIs: Given an infinite number of independent samples from the same population, we expect a ci_level CI to contain the population parameter in exactly ci_level percent of the samples. Therefore, we […]
Many is not enough: Counting simulations to bootstrap the right way — Yanir Seroussi
Boris Gorelik 