Bootstrap Estimate Ifc
Properties
This is acrossBootstrapAverage - originalDataEstimate
Each element is the bootstrap estimate for sample i minus originalDataEstimate
This is the standard deviation of the across bootstrap observations of the estimator for each bootstrap generated
the default confidence interval level
The number of bootstrap samples that were used to produce the bootstrap estimate
The sample size of the original data set
Each element is the bootstrap estimate for sample i minus getOriginalDataEstimate() divided by getBootstrapStdErrEstimate()
Functions
The "basic" method, but with no bias correction. This is the so-called centered percentile method (2θ − Bu , 2θ − Bl ) where θ is the bootstrap estimator and Bu is the 1 - alpha/2 percentile and Bl is the lower (alpha/2) percentile, where level = 1-alpha of the bootstrap replicates.
The "percentile" method, but with no bias correction. This is the percentile method (Bl , Bu ) where Bu is the 1 - alpha/2 percentile and Bl is the lower (alpha/2) percentile, where level = 1-alpha of the bootstrap replicates
Gets the standard normal based bootstrap confidence interval. Not recommended.