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The bootstrap is a resampling method to estimate the sampling distribution of a statistic.

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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 …
Felix S's user avatar
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24 votes
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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 …
Felix S's user avatar
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