[转载]bootstrap sampling t torial 数学,经济 2010-04-14 14:00:07 阅读37 评论0 字号:大中小 订阅 bootstrap is a simple b t powerf l monte carlo method to assess statistical acc racy or to estimate distrib tion from sample s statistics. this t torial will give yo introd ction to some practical idea on what is bootstrap method, how to perform bootstrap step by step by hand and with some simple "programming" in ms excel. by the end of this t torial, yo will gain m ch better nderstanding on how to manage yo r limited n mber of observations in yo r sample by creating yo r own data. bootstrap sampling is not magic or miracle or cheating b t tr ly sef l scientific method. keep reading! click on any topic below 1.what is bootstrap method? what is boostsrap sampling? what are the ass mption of bootstrap? example applications of bootstrap 2.bootstrap n merical example (how to se ms excel to perform bootstrap method?) key ideas of bootstrap sampling why do i need boostrap sampling? 3.sampling and bootstrap sampling what is sample and pop lation? what yo can get from freq ency distrib tion? non parametric bootstrap 4.what the strength and weaknesses of bootstrap? 5.reso rces on bootstrap method see also:(1) monte carlo sim lation, (2)machine learning algorithm, (3)statistical independent, (4)bootstrap comp tation sing r note: to gain more nderstanding of this t torial, i hope yo have refreshed yo rself with the meaning of statistical terminology s ch as distrib tion, statistical independent, confidence interval, hypothesis testing, goodness of fit of sample to theoretical distrib tion and ratio of two random variables.