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Thread: Bootstrap method & Confidence Interval

  1. #1
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    Bootstrap method & Confidence Interval

    Hey,

    I'm trying to figure out how this method works.
    My data:
    - 1000 samples from unknown distribution.
    - I need to create 40 vectors from that 1000 samples (each vector with 20 samples)
    - For every one of the 40 vectors, I need to do the bootstrap method for:
    - Finding Confidence interval (alpha = 0.05) in three methods: t, quantiles & normal.
    - We need the Confidence Interval for the standart deviation.


    (R langauge)

    My way until now:
    - Iv'e created this 40 vectors (each one with 20 samples)
    - Let's say that bootstrap constant is 1000.
    - What is actually the process of "doint bootstrap" for each vector with 20 samples? How can we create Confidence Interval for this vector in each one of this methods iv'e mentioned?

    I will be glad for help,
    Thanks!
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  2. #2
    MHF Contributor
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    Re: Bootstrap method & Confidence Interval

    Hey bootstrapper.

    Do you mean a joint boot-strap?

    Also - have you checked the R code help website for bootstrapping functions?
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