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The bootstrap is a resampling method to estimate the sampling distribution of a statistic.
11
votes
Accepted
Estimate confidence interval of mean by bootstrap t method or simply by bootstrap?
trimming, percentile bootstrap outperforms the bootstrap-$t$ (the situation is unclear for 10% trimming). … Because we will soon meet much more accurate bootstrap intervals, our recommendation is that when bootstrap t and bootstrap percentile intervals do not agree closely, neither type of interval should be …
24
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How can I calculate the confidence interval of a mean in a non-normally distributed sample?
The R package simpleboot is a good start:
library(simpleboot)
# 20% trimmed mean bootstrap
b1 <- one.boot(x, mean, R=2000, tr=.2)
boot.ci(b1, type=c("perc", "bca"))
... gives you following result: … # The bootstrap trimmed mean:
> b1$t0
[1] 1.144648
BOOTSTRAP CONFIDENCE INTERVAL CALCULATIONS
Based on 2000 bootstrap replicates
Intervals :
Level Percentile BCa
95% ( 1.062 …