Bootstrap Percentile Confidence Intervals
Bootstrap Percentile Confidence Intervals
Bootstrapping is a technique for finding confidence intervals directly by resampling. The first histogram shows the original sample. The second histogram is the resample drawn from the original sample with replacement. The third histogram is the bootstrap (or resampling) distribution of the statistic calculated from the resamples. Above the third histogram is the bootstrap percentile confidence interval (the central 95% of the bootstrap distribution). In all the histograms the bin height is the fraction of values in that bin.
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