All Questions
19
questions
1
vote
1
answer
27
views
Estimating Confidence in Feature Rankings from Multiple Experiments with Non-Normal Data
Hello dear Cross Validated Community,
I am a new doctoral student in bioinformatics, and I am working on a project involving multiple experiments, each generating a single numerical result for each of ...
0
votes
1
answer
68
views
Bootstrap P-value and confidence intervals with more than two samples
I have been trying to find a simple way to use the bootstrap for a hypothesis test that involves more than two samples. The motivation for using the bootstrap is for the usual reasons: the test ...
0
votes
2
answers
712
views
Why bootstrap-based confidence interval didn't include the point estimate?
I have constructed a nonparametric bootstrap confidence interval using 1000 iterations. However, I got a result of CI: 0.72 [0.63, 0.68]. As you can see, the point ...
- 217
2
votes
1
answer
270
views
Problem in finding a non-parametric confidence interval for median and mean using Frank Harrell approach when we have more than two categories
These days I am looking for a good estimation for the mean and median difference confidence interval when I have categorical variables with more than two levels using the Kruskal test, Here Dr. Frank ...
- 31
1
vote
0
answers
139
views
Bootstrap estimation of variance and C.I. in cases with small group of outliers
I have a given quantity, say $y_a$ which parametrically depends on $a$ value. I consider $N$ values for the $a$ parameter and, for each one take multiple measures of the corresponding $y_a$ (say $N_a$ ...
- 21
0
votes
1
answer
84
views
Hypothesis Testing with a Bootstrap
I have a list of 1000 samples from a distribution. I can find the lower limit of the 95% CI as it is the 2.5% percentile. In this case, it is zero. I would like to also test the hypothesis that a ...
- 179
0
votes
1
answer
1k
views
How should bootstrap bias correction be applied when combining multiple biased estimates?
I am trying to use non-parametric bootstrap methods to get confidence intervals for a multi-step estimator that combines multiple variables:
$\hat\theta = \sqrt{\sum\limits_{i=1}^{n} {\left(\sum\...
0
votes
1
answer
336
views
Nonparametric bootstrap to construct confidence intervals for Cohen's Kappa Coefficient
I was recently asked to perform nonparametric bootstrap to construct 95% confidence intervals for $\kappa$ using normal approximation, but I'm not sure how to do this. The only data I was given was ...
0
votes
0
answers
47
views
General way to construct a confidence interval for a unknown constant to which a sample estimator converges
Assuming that a sample estimator converges to some unknown constant (a wild assumption to be sure) and without assuming the distribution of either the sample estimator or the variables from which it ...
- 280
1
vote
1
answer
3k
views
Confidence Interval (CI) calculation of Monte Carlo-simulated non-normal data
I’m trying to identify the 95% confidence interval of either the mean or the median of non-normal data generated through Monte Carlo simulations using R. I’ve already applied both the bootstrapping ...
- 13
1
vote
0
answers
105
views
Bootstrap resampling
I have a question with regard to non-parametric bootstrap re-sampling analysis.
I have a sample of n=200 values, and I have performed a bootstrap re-sampling creating 10.000 samples of the same n=...
42
votes
2
answers
6k
views
Is there a reliable nonparametric confidence interval for the mean of a skewed distribution?
Very skewed distributions such as the log-normal do not result in accurate bootstrap confidence intervals. Here is an example showing that the left and right tail areas are far from the ideal 0.025 ...
- 95.9k
2
votes
0
answers
599
views
How to construct parametric bootstrap confidence intervals in R without using boot package?
How can I construct parametric bootstrap confidence intervals in R without using the boot package?
- 21
3
votes
0
answers
2k
views
How to calculate confidence intervals using subsampling after a nonparametric estimator about the empirical distribution function?
I have a problem where I think subsampling is more appropriate than the bootstrap. (Reason in another post.)
However, I found no quick reference on subsampling CIs, and my naive inversion of the ...
- 987
12
votes
0
answers
1k
views
Computing a bootstrap confidence interval for the prediction error with the percentile and the BCa method
I have two related questions regarding the computation of a non-parametric bootstrap confidence interval for the prediction error.
Setting: I have a sample S from a data population P and a learner L, ...
- 825