07.06.2013 Views

Metodi di ricampionamento: jacknife, bootstrap e test di ipotesi

Metodi di ricampionamento: jacknife, bootstrap e test di ipotesi

Metodi di ricampionamento: jacknife, bootstrap e test di ipotesi

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€<br />

Jacknife: Bias<br />

La stima Jacknife del Bias è:<br />

bias JK (W ) = W −W JK =<br />

= W − nW + (n −1)W (.) = (n −1)(W (.) −W )<br />

Possiamo correggere la stima W<br />

eliminando il bias:<br />

W '= W − bias JK (W ) = nW − (n −1)W (.)

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