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STAT_BOOT  September 2012, Week 2

STAT_BOOT September 2012, Week 2

Subject:

Re: studentized CI question

From:

Christopher Bilder <[log in to unmask]>

Reply-To:

Bootstrap course listserv <[log in to unmask]>

Date:

Wed, 12 Sep 2012 16:47:58 -0500

Content-Type:

text/plain

Parts/Attachments:

Parts/Attachments

text/plain (13 lines)

Pamela,

With the parametric bootstrap, the most obvious choice would be to use the 
underlying parametric distribution for Y to find Var(T), which would likely 
depend of parameters. To find Var^(T) = v, you need to decide what to use 
as estimates for the parameters. One could use the MLEs. Alternatively, one 
could use MOMs. And, one could use some other estimator that made sense, 
like an unbiased estimator. The answer in the end largely depends on what 
you will end up choosing for F^, which depends on the parameter estimates. 

The corresponding selection then for v leads you to choosing v*. 

Chris  

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