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Bootstrap Methods: Another Look at the Jackknife

B. Efron
The Annals of Statistics
Vol. 7, No. 1 (Jan., 1979), pp. 1-26
Stable URL: http://www.jstor.org/stable/2958830
Page Count: 26
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Bootstrap Methods: Another Look at the Jackknife
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Abstract

We discuss the following problem: given a random sample X = (X1, X2, ⋯, Xn) from an unknown probability distribution F, estimate the sampling distribution of some prespecified random variable R(X, F), on the basis of the observed data x. (Standard jackknife theory gives an approximate mean and variance in the case R(X, F) = θ(F̂) - θ(F), θ some parameter of interest.) A general method, called the "bootstrap," is introduced, and shown to work satisfactorily on a variety of estimation problems. The jackknife is shown to be a linear approximation method for the bootstrap. The exposition proceeds by a series of examples: variance of the sample median, error rates in a linear discriminant analysis, ratio estimation, estimating regression parameters, etc.

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