Bootstrap Percentile Confidence Intervals

confidence interval example

center of one population

comparing difference in centers of two populations

resamples

100

statistic

mean

5% trimmed mean

median

Bootstrapping is a technique for finding confidence intervals directly by resampling. The first histogram shows the original sample. The second histogram is the

th

n

resample drawn from the original sample with replacement. The third histogram is the bootstrap (or resampling) distribution of the statistic calculated from the

n

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.