On the Bootstrap and Continuity Correction
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。
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.