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1 vote
0 answers
78 views

Nonparametric confidence interval for the mean: Failure to reproduce formula from Zhou & Dinh (2005)

Zhou & Dinh (2005) propose the following formula for a $(1 - \alpha)100\%$ confidence interval for the mean of one sample. The confidence interval is based on a transformation of the $t$-statistic:...
COOLSerdash's user avatar
  • 30.9k
6 votes
1 answer
2k views

Plotting non-parametric (E)CDF confidence envelopes for comparison

I have previously asked about a way to test whether two samples are drawn from the same distribution (Non-parametric test if two samples are drawn from the same distribution). I was very glad to learn ...
Luke Gorrie's user avatar
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?
user3451166's user avatar
3 votes
1 answer
9k views

Comparison between bootstrap percentiles confidence interval and BCa confidence interval?

I have generated a nonparametric percentiles bootstrap confidence interval ($32.27143, 51.08571$), and a BCA confidence interval ($33.26, 53.49$) with an initial sample size of $n=7$. Evidently, the ...
Sildona Ristani's user avatar