{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

bootstrap_hypo - x calculate the mean of the remaining m...

Info icon This preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Bootstrap Hypothesis Testing To illustrate the technique, consider the case of two independent samples: Observed Sample 1 of size n : { x obs, 1 , x obs, 2 , ..., x obs,n } ⇒ x obs Observed Sample 2 of size m : { y obs, 1 , y obs, 2 , ..., y obs,m } ⇒ y obs Observed sample mean difference: t * obs = x * obs - y * obs Hypotheses and Alpha Level H 0 : Both samples are from the same population H 1 : Both samples are NOT from the same population and μ x > μ y α = 0 . 05 Bootstrap Procedure Step 0 : Merge the two observed samples into one sample of ( n + m ) observations Step 1 : Draw a bootstrap sample of ( n + m ) observations with replacement from the merged sample. Step 2 : Calculate the mean of the first n observations and call it
Image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: x * , calculate the mean of the remaining m observations and call it y * , and finally, evaluate the test statistic: t * = x *-y * (1) • Step 3 : Repeat Step 1 and Step 2 for B (e.g., 3000) times and obtain B values of the test statistic. • Step 4 : The desired p-value is then estimated as p-value ∼ = number of times { t * > t * obs } B (2) Reject H if p-value < α and retain H otherwise. Points to Note • No assumption of normality • As such, the sampling distribution (i.e., distribution of all possible t * ’s) does not gen-erally follow a t-distribution. 1...
View Full Document

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern