关于自助法和连续性校正

On the Bootstrap and Continuity Correction

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1987
被引 8
ABS 4

中文导读

提出一种对自助法的连续性校正,用于近似格点样本均值分布,可减少最大舍入误差达50%,并通过小样本置信区间示例展示其效果。

Abstract

SUMMARY A continuity correction to the bootstrap is suggested, useful when the bootstrap is employed to approximate distributions of lattice-valued sample means. Versions of the correction are available quite generally, even in multivariate cases. Asymptotic theory reveals that the correction can reduce maximum rounding error by up to 50%. An example, where continuity correction is used in the construction of confidence intervals, illustrates the performance of the procedure with smaller samples.

统计学自助法连续性校正置信区间