Many is not enough: Counting simulations to bootstrap the right way — Yanir Seroussi

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
Categories:

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s