Edgeworth corrected pivotal statistics and the bootstrap (Q1063968): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth corrected pivotal statistics and the bootstrap |
scientific article |
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Edgeworth corrected pivotal statistics and the bootstrap (English)
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1985
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A general procedure for multistage modification of pivotal statistics is developed to improve the normal approximation. Bootstrapping a first stage modified statistic is shown to be equivalent, in terms of asymptotic order, to the normal approximation of a second stage modification. Explicit formulae are given for some basic cases involving independent random samples and samples drawn without replacement. The Hodges-Lehmann deficiency is calculated to compare the regular t-statistic with its one- step correction.
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Edgeworth expansions
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random sampling without replacement
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multistage modification of pivotal statistics
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normal approximation
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Bootstrapping
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Hodges-Lehmann deficiency
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t-statistic
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