Bootstrap Confidence Intervals using Percentiles

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Presentation transcript:

Bootstrap Confidence Intervals using Percentiles Section 3.4 Bootstrap Confidence Intervals using Percentiles

Review A bootstrap distribution is shown below. Each dot represents One data value One bootstrap statistic n data values 1000 bootstrap statistics

Level of Confidence Which is wider, a 90% confidence interval or a 95% confidence interval? (a) 90% CI (b) 95% CI A 95% CI contains the middle 95%, which is more than the middle 90%

Sample Size Remember the effect of sample size? The larger the sample size the (a) wider (b) narrower the confidence interval. The larger the sample size the smaller the variability in the bootstrap distribution, which will make the interval narrower. The larger the sample size, the more precise the estimate.