Qualms about Bootstrap Confidence Intervals
Qualms about Bootstrap Confidence Intervals
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关于 Bootstrap 置信区间的疑虑
DOI：
10.1080/01621459.1985.10478123
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发表时间：
1985
影响因子：
3.7
通讯作者：
N. Schenker
中科院分区：
文献类型：
--
作者：
N. Schenker
本文讨论了Efron（1981，1982）的百分位数法和偏差校正百分位数法。当这些方法用于构建正态分布方差的非参数置信区间时，对于小到中等样本，覆盖概率基本上低于标称水平。这是由于这些方法所依据的假设不适用。这些假设很难或不可能在bootstrap所适用的复杂情况下进行检查。因此，在复杂的问题中，应谨慎使用自举置信区间。
Abstract The percentile method and bias-corrected percentile method of Efron (1981, 1982) are discussed. When these methods are used to construct nonparametric confidence intervals for the variance of a normal distribution, the coverage probabilities are substantially below the nominal level for small to moderate samples. This is due to the inapplicability of assumptions underlying the methods. These assumptions are difficult or impossible to check in the complicated situations for which the bootstrap is intended. Therefore, bootstrap confidence intervals should be used with caution in complex problems.