2k views

How does bootstrapping work? [duplicate]

So I'm trying to understand bootstrapping, I watched the following video: https://www.youtube.com/watch?v=gcPIyeqymOU&t=338s And starting from 2:53 the speaker explains that through ...
356 views

Why do we resample in bootstrap estimation? [duplicate]

Why do we need to resample from an initial set of samples when using bootstrapping? Why don't we just take fresh sets of samples from the original distribution? What is the justification behind ...
413 views

What is bootstrapping [duplicate]

The bootstrap is a resampling method to estimate the sampling distribution of a statistic. This is what the tag description says on this website. I am a layman, can someone please help me understand ...
110 views

Intuition understanding of bootstrap [duplicate]

I want to estimate the population mean using 100 samples. The reasonable estimate of the population mean is the sample mean. I am wondering, why bootstrap can give more accurate result than the sample ...
6k views

When to use simulations?

So this is a very simple and stupid question. However, when I was in school, I paid very little attention to the whole concept of simulations in class and that's left me a little terrified of that ...
18k views

Assumptions regarding bootstrap estimates of uncertainty

I appreciate the usefulness of the bootstrap in obtaining uncertainty estimates, but one thing that's always bothered me about it is that the distribution corresponding to those estimates is the ...
29k views

Can bootstrap be seen as a “cure” for the small sample size?

This question has been triggered by something I read in this graduate-level statistics textbook and also (independently) heard during this presentation at a statistical seminar. In both cases, the ...
12k views

What are examples where a “naive bootstrap” fails?

Suppose I have a set of sample data from an unknown or complex distribution, and I want to perform some inference on a statistic $T$ of the data. My default inclination is to just generate a bunch of ...
4k views

How well does bootstrapping approximate the sampling distribution of an estimator?

Having recently studied bootstrap, I came up with a conceptual question that still puzzles me: You have a population, and you want to know a population attribute, i.e. $\theta=g(P)$, where I use $P$ ...
37k views

What is the meaning of a confidence interval taken from bootstrapped resamples?

I've been looking at numerous questions on this site regarding bootstrapping and confidence intervals, but I'm still confused. Part of the reason for my confusion is probably that I'm not advanced ...
9k views