01.04.2014 Views

Chapter 14 - Bootstrap Methods and Permutation Tests - WH Freeman

Chapter 14 - Bootstrap Methods and Permutation Tests - WH Freeman

Chapter 14 - Bootstrap Methods and Permutation Tests - WH Freeman

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

<strong>14</strong>-24 CHAPTER <strong>14</strong> <strong>Bootstrap</strong> <strong>Methods</strong> <strong>and</strong> <strong>Permutation</strong> <strong>Tests</strong><br />

(a) What is the bootstrap estimate of the bias? Verify from the graphs of the<br />

bootstrap distribution that the distribution is reasonably normal (some<br />

right skew remains) <strong>and</strong> that the bias is small relative to the observed x.<br />

The bootstrap t confidence interval for the population mean µ is therefore<br />

justified.<br />

(b) Give the 95% bootstrap t confidence interval for µ.<br />

(c) The only difference between the bootstrap t <strong>and</strong> usual one-sample t confidence<br />

intervals is that the bootstrap interval uses SE boot in place of the<br />

formula-based st<strong>and</strong>ard error s/ √ n. What are the values of the two st<strong>and</strong>ard<br />

errors? Give the usual t 95% interval <strong>and</strong> compare it with your interval<br />

from (b).<br />

<strong>14</strong>.10 <strong>Bootstrap</strong> distributions <strong>and</strong> quantities based on them differ r<strong>and</strong>omly when<br />

we repeat the resampling process. A key fact is that they do not differ very<br />

much if we use a large number of resamples. Figure <strong>14</strong>.7 shows one bootstrap<br />

distribution for the trimmed mean selling price for Seattle real estate. Repeat<br />

the resampling of the data in Table <strong>14</strong>.1 to get another bootstrap distribution<br />

for the trimmed mean.<br />

(a) Plot the bootstrap distribution <strong>and</strong> compare it with Figure <strong>14</strong>.7. Are the<br />

two bootstrap distributions similar?<br />

(b) What are the values of the mean statistic, bias, <strong>and</strong> bootstrap st<strong>and</strong>ard<br />

error for your new bootstrap distribution? How do they compare with the<br />

previous values given on page <strong>14</strong>-16?<br />

(c) Find the 95% bootstrap t confidence interval based on your bootstrap distribution.<br />

Compare it with the previous result in Example <strong>14</strong>.5.<br />

<strong>14</strong>.11 For Example <strong>14</strong>.5 we bootstrapped the 25% trimmed mean of the 50 selling<br />

prices in Table <strong>14</strong>.1. Another statistic whose sampling distribution is unfamiliar<br />

to us is the st<strong>and</strong>ard deviation s. <strong>Bootstrap</strong> s for these data. Discuss<br />

the shape <strong>and</strong> bias of the bootstrap distribution. Is the bootstrap t confidence<br />

interval for the population st<strong>and</strong>ard deviation σ justified? If it is, give a 95%<br />

confidence interval.<br />

<strong>14</strong>.12 We will see in Section <strong>14</strong>.3 that bootstrap methods often work poorly for the<br />

median. To illustrate this, bootstrap the sample median of the 50 selling prices<br />

in Table <strong>14</strong>.1. Why is the bootstrap t confidence interval not justified?<br />

<strong>14</strong>.13 We have a formula (page 488) for the st<strong>and</strong>ard error of x 1 − x 2 . This formula<br />

does not depend on normality. How does this formula-based st<strong>and</strong>ard error<br />

for the data of Example <strong>14</strong>.6 compare with the bootstrap st<strong>and</strong>ard error?<br />

<strong>14</strong>.<strong>14</strong> Table 7.4 (page 491) gives the scores on a test of reading ability for two groups<br />

of third-grade students. The treatment group used “directed reading activities”<br />

<strong>and</strong> the control group followed the same curriculum without the<br />

activities.<br />

(a) <strong>Bootstrap</strong> the difference in means ¯x 1 − ¯x 2 <strong>and</strong> report the bootstrap st<strong>and</strong>ard<br />

error.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!