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Abstract:
The bootstrap interval is an efficient procedure to estimate parameters. The coverage probability and expected length are crucial to evaluate the reliability and accuracy of a confidence interval. How to compute them for a bootstrap interval at a given parameter configuration for a fixed sample size? In this paper, we offer the first attempt at computing the two quantities of percentile bootstrap intervals by exact probabilistic calculation. This method is applied to ten basic bootstrap intervals for six important parameters. Interestingly, we find that some 1-alpha bootstrap intervals are narrower than the optimal 1-alpha z-interval or t-interval.
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METRIKA
ISSN: 0026-1335
Year: 2025
0 . 7 0 0
JCR@2022
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ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 4
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