Sunday, December 4, 2011

Bootstrap bias problem?

http://img138.imageshack.us/img138/6060/98259799.jpg





bascially, a sample of Y1,...Yn.


population variance is theta.





an esitmator of theta is thetahat = 1/n sum_{i=1}^n (Y_i-\bar{Y})^2





then a Bootstrap sample of size n is taken, the Bootstrap estimate thetahatstar is a biased estimator of thetahat





How do I show that the bias of thetahat and the bias of thetahatstar differ by theta/n^2|||use the Pearson's chi square test

No comments:

Post a Comment