Bootstrapped Confidence Intervals as an Approach to Statistical Inference
解释了如何用自助重抽样法推导置信区间,适用于均值、中位数、两均值差、比例差、相关系数和回归系数等多种统计量,且可用Excel实现,对统计推断教学和实践有用。
Confidence intervals are in many ways a more satisfactory basis for statistical inference than hypothesis tests. This article explains a simple method for using bootstrap resampling to derive confidence intervals. This method can be used for a wide variety of statistics—including the mean and median, the difference of two means or proportions, and correlation and regression coefficients. It can be implemented by an Excel spreadsheet, which is available to readers on the Web. The rationale behind the method is transparent, and it relies on almost no sophisticated statistical concepts.