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
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<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.