I am given the following set of questions.
In all the questions the basic background is a sample X_1, ... , X_n.
- If n=3 and you observe the numbers 1, 2, and 4, what is the sample median.
- If you draw a bootstrap sample (of size 3 with replacement) from the empirical cdf for the data in 1, what are the possible values of the median of these bootstrap samples.
- What are the bootstrap probabilities of the values you named in 2?
- How many essentially different bootstrap samples are there?
The answer to question 1 should be 2, because that's the middle value of $\{ 1, 2, 4 \}$.
For question 2, I don't know what it means to "draw a bootstrap sample... from the empirical cdf". As far as I know, the empirical cdf would take the form
\begin{align*} \hat F_3(x) = \begin{cases} 0, \text{ for } x < 1\\ 1/3, \text{ for } 1 \leq x < 2\\ 2/3, \text{ for } 2 \leq x < 4\\ 1, \text{ for } 4 \leq x. \end{cases} \end{align*}
I know how to take a bootstrap sample of size 3 with replacement from $\{ 1, 2, 4\}$. You just take a random sample of size 3 from the set, so you might get a result like $\{ 1, 2, 2 \}$ for example. But how do you take a bootstrap sample from the empirical cdf?
Edit: I will proceed assuming that I am in fact supposed to sample from $\{ 1, 2, 4 \}$, and see if I can come up with sensible answers to questions 2, 3, and 4.
For question 2, the possible medians are $1, 2$ and $4$, as can be seen from the possibility of the bootstrap samples being $\{ 1, 1, 1 \}$, $\{ 2, 2, 2 \}$, or $\{ 4, 4, 4 \}$.
For question 3, by "bootstrap probabilities" I assume I am being asked for the probability of selecting $1, 2$ or $4$ in the bootstrap sample. I figure the answer in all cases should be $1/3$, because we're taking a random sample from a population of size $3$.
For question 4, we are asking for the number of selections from $3$ elements with replacement when order doesn't matter, and I this is equal to $\binom{5}{3} = 10$, which is confirmed fairly quickly manually.
Edit 2: Following Glen_b's advice below.
The possible resamples should be
- 1, 1, 1
- 2, 2, 2
- 4, 4, 4
- 1, 1, 2
- 1, 1, 4
- 2, 2, 1
- 2, 2, 4
- 4, 4, 1
- 4, 4, 2
- 1, 2, 4
We have a median of 1 in three samples, so the probability of 1 being the median in a bootstrap sample of size 3 is 3/10. The probability for 2 is 4/10, and for 4 it's 3/10. This answers question 3.
For question 4, there are 10 essentially different bootstrap samples, which can be found either combinatorially or through manual enumeration as above.
Edit 3: Following EdM's advice, I wrote out all 27 possible bootstrap samples and counted 7 having median 1, 13 having median 2, and 7 having median 4. So I guess the probabilities are 7/27, 13/27 and 7/27 respectively.
I think I was right that there are 10 "essentially different" bootstrap samples, but clearly some information was lost when I passed from considering all bootstrap samples to only considering those unique up to order.