Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling...

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Lectures 12: Bootstrap II. bootstrap and its statistics reviewed

Transcript of Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling...

Page 1: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

Lectures 12: Bootstrap II.

bootstrap and its statistics reviewed

Page 2: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

error on nonlinear function of fitted parameters?

I. Linearized error propagation

Page 3: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

Linearized error propagation

Page 4: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

Sampling the posterior histogram

Page 5: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

Sampling the posterior histogram

Page 6: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

comparison of linear propagation and posterior sampling:

Page 7: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap sampling

Page 8: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap sampling

Page 9: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap sampling

Page 10: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap sampling

Page 11: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

statistics reviewed

Page 12: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

statistics reviewed

α=3 β=1 a parameter θ on F: θ=mean/median

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F distributions

statistics reviewed

α=3 β=1 a parameter θ on F: θ=mean/median

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bootstrap sampling

F distributionF distribution^

θ=

➙θ parameterθ statistic^

Page 15: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

statistics reviewed

Page 16: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

statistics reviewed

Page 17: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

statistics reviewed

Page 18: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 19: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 20: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 21: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 22: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 23: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 24: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 25: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 26: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 27: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 28: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap review and bias

Page 29: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap sampling

Page 30: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap sampling

Page 31: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

bootstrap sampling

Page 32: Lectures 12: Bootstrap II. bootstrap and its statistics ...€¦ · Method 3: Bootstrap resampling of the data We applied some end-to-end process to a data set and got a number f

THE BOOTSTRAP - University of Texas at Dallasd.sul/Econo2/horwitz1.pdfThe bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one’s

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What Teachers Should Know about the Bootstrap: … Teachers Should Know about the Bootstrap: Resampling in the Undergraduate Statistics Curriculum Tim Hesterberg Google timhesterberg@gmail.com

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Resampling Methods: The Bootstraprcs46/lectures_2017/05-resample/05-boot.pdf · The Bootstrap Asasimpleexample,thebootstrapcanbeusedtoestimatethe standarderrorsofthecoefficientsfromalinearregressionfit.

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MWSUG 2018 - Paper HS-118 Bootstrap Linear Mixed-Effects ...4 BOOTSTRAP METHODS Bootstrap as the most popular resampling method is mainly used for estimating the sampling distribution

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What Teachers Should Know About the Bootstrap: Resampling in ...

Lecture 13: The bootstrap (v2) - web.stanford.edu€¦ · Lecture 13: The bootstrap (v2) Ramesh Johari ramesh.johari@stanford.edu Fall 2015 1/30. Resampling 2/30. Sampling distribution

Lecture 13: The bootstrap (v2) - web.stanford.edu€¦ · Lecture 13: The bootstrap (v2) Ramesh Johari [email protected] Fall 2015 1/30. Resampling 2/30. Sampling distribution

ICPSR Blalock Lectures, 2002 Bootstrap Resampling Robert Stine …stine/mich/Lecture5.pdf · Bootstrap Resampling Special Topics and Confidence Intervals Lecture 5 ICPSR 2002 5 Bootstrap

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The Dependent Wild Bootstrap - publish.illinois.edupublish.illinois.edu/xshao/files/2012/11/JASA-DWB.pdf · The Dependent Wild Bootstrap Xiaofeng SHAO We propose a new resampling

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Bootstrap, Jackknife and other resampling methodsstaff.ustc.edu.cn/~zwp/teach/nonpar/Permutation.pdf · 2013-11-17 · Bootstrap, Jackknife and other resampling methods Part V: Permutation

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Resampling: Permutation Tests and the Bootstrap · The techniques of this chapter allow us to weaken some of these assumptions. Both permutation tests and the bootstrap are examples

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KAJIAN METODE BOOTSTRAP DALAM MEMBANGUN …digilib.its.ac.id/public/ITS-Undergraduate-17621-Paper-1140701.pdf · adalah metode resampling Bootstrap. Metode bootstrap ini merupakan

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