Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Bootstrap Confidence Intervals for a One Parameter Model using Multinomial Sampling

  • Jeong, Hyeong-Chul (Department of Computer Science & Statistics, Pyongtaek University) ;
  • Kim, Dae-Hak (Department of Statistics, Catholic University of Taegu-Hyosung)
  • Published : 1999.10.31
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Abstract

We considered a bootstrap method for constructing confidenc intervals for a one parameter model using multinomial sampling. The convergence rates or the proposed bootstrap method are calculated for model-based maximum likelihood estimators(MLE) using multinomial sampling. Monte Carlo simulation was used to compare the performance of bootstrap methods with normal approximations in terms of the average coverage probability criterion.

Keywords

References

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  2. The Annals of Statistics v.9 On the asymptotic accuracy of Efron's bootstrap Singh, K.
  3. Statistics Probability Letters v.7 Singh's theorem in the lattice case Woodroofe, M.;Jhun, M.