On the Number of Bootstrap Simulations Required to Construct a Confidence Interval.
NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES
Pagination or Media Count:
The purpose of this document is to make two points about the effect of the number of bootstrap simulations, B, on percentile-t bootstrap confidence intervals. The first point concerns coverage probability the second, distance of the simulated critical point form the true critical point derived with Binfinity. In both cases the author has in mind applications to smooth statistics, such as the Studentized mean of a sample drawn from a continuous distribution. He indicates the change that have to be made if the distribution of the statistic is not smooth. Additional keywords Exponentive functions.
- Statistics and Probability