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### 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 ...
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### Is it true that the percentile bootstrap should never be used?

In the MIT OpenCourseWare notes for 18.05 Introduction to Probability and Statistics, Spring 2014 (currently available here), it states: The bootstrap percentile method is appealing due to its ...
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### Bootstrap vs. jackknife

Both bootstrap and jackknife methods can be used to estimate bias and standard error of an estimate and mechanisms of both resampling methods are not huge different: sampling with replacement vs. ...
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### 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 ...
• 433
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### Is there a reliable nonparametric confidence interval for the mean of a skewed distribution?

Very skewed distributions such as the log-normal do not result in accurate bootstrap confidence intervals. Here is an example showing that the left and right tail areas are far from the ideal 0.025 ...
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### How to construct a 95% confidence interval of the difference between medians?

My problem: parallel group randomized trial having a very right-skewed distribution of the primary outcome. I do not want to assume normality and use normal-based 95% CIs (i.e. using 1.96 X SE). I am ...
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### How can I calculate the confidence interval of a mean in a non-normally distributed sample?

How can I calculate the confidence interval of a mean in a non-normally distributed sample? I understand bootstrap methods are commonly used here, but I am open to other options. While I am looking ...
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### Bootstrap-based confidence interval

While studying bootstrap-based confidence interval, I once read the following statement: If the bootstrap distribution is skewed to the right, the bootstrap-based confidence interval incorporates a ...
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### Why not always use bootstrap CIs?

I was wondering how bootstrap CIs (and BCa in barticular) perform on normally-distributed data. There seems to be lots of work examining their performance on various types of distributions, but could ...
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### Three questions about the article "Ditch p-values. Use Bootstrap confidence intervals instead"

I am not a statistician by training and I was asked by students to explain them an article called "Ditch p-values. Use Bootstrap confidence intervals instead" . The author seems a prominent ...
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### Biased bootstrap: is it okay to center the CI around the observed statistic?

This is similar to Bootstrap: estimate is outside of confidence interval I have some data that represents counts of genotypes in a population. I want to estimate genetic diversity using Shannon's ...
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### Non-parametric bootstrap p-values vs confidence intervals

Context This is somewhat similar to this question, but I do not think it is an exact duplicate. When you look for how instructions on how to perform a bootstrap hypothesis test, it is usually stated ...
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### Why would I want to bootstrap when computing an independent sample t-test? (how to justify, interpret, and report a bootstrapped t-test)

Let's say I have two conditions, and my sample size for the two conditions is extremely low. Let's say I only have 14 observations in the first condition and 11 in the other. I want to use the t-test ...
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### Bootstrapping confidence interval from a regression prediction

For homework, I was given data to create/train a predictor that uses lasso regression. I create the predictor and train it using the lasso python library from scikit learn. So now I have this ...
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### Can we use bootstrap samples that are smaller than original sample?

I want to use bootstrapping to estimate confidence intervals for estimated parameters from a panel dataset with N=250 firms and T=50 month. The estimation of parameters is computationally expensive (...
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### Prediction intervals for machine learning algorithms

I want to know if the process described below is valid/acceptable and any justification available. The idea: Supervised learning algorithms don't assume underlying structures/distributions about the ...
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### Bootstrap: estimate is outside of confidence interval

I did a bootstrapping with a mixed model (several variables with interaction and one random variable). I got this result (only partial): ...
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### Obtaining and interpreting bootstrapped confidence intervals from hierarchical data

I'm interested in obtaining a bootstrapped confidence interval on quantity X, when this quantity is measured 10 times in each of 10 individuals. One approach is to obtain the mean per individual, ...
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### Calculating confidence intervals via bootstrap on dependent observations

The bootstrap, in its standard form, can be used to calculate confidence intervals of estimated statistics provided that observations are iid. I. Visser et al. in "Confidence Intervals for Hidden ...
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### Bootstrap confidence interval on heavy tailed distribution

I read from Wikipedia: ... if one performs a naive bootstrap on the sample mean when the underlying population lacks a finite variance (for example, a power law distribution), then the ...
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### Why (mathematically) is the parametric bootstrap usually better than the empirical one?

As I know from experience, the parametric bootstrap performs better in terms of coverage probability for confidence intervals then the empirical bootstrap. Of course, this makes sense because you put ...
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### Why are my bootstrap confidence intervals for regression coefficients consistently wider than standard confidence intervals?

I am very new to statistics and analytics. I have some basic undergrad stats and am now studying O'Reily's Practical Statistics for Data Science. I have been doing some bootstrapping exercises on home ...
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