- We will now derive the probability that a given observation is part of a bootstrap sample. Suppose that we obtain a bootstrap sample from a set of n observations.
(a) What is the probability that the first bootstrap observation is not the jth observation from the original sample? Justify your answer.
(n-1)/n. The probability that the first bootstrap observation is the jth observation is 1/n, so the probability that the first bootstrap observation is not the jth observation is (n-1)/n.
(b) What is the probability that the second bootstrap observation is not the jth observation from the original sample?
(n-1)/n. The probability that the second bootstrap observation is the jth observation is 1/n, so the probability that the second bootstrap observation is not the jth observation is (n-1)/n.
© Argued that the probability that the jth observation is not in the bootstrap sample is (1-1/n)n.
We obtain the data s
5.4bootstrap作业-qyc
最新推荐文章于 2024-05-21 11:24:52 发布