What people do before they invented bootstrap?
, . . . ,
be independent random variables with common
which depends on some parameters
to get things like standard errors or confidence intervals, we need to
know the distribution of our estimates
around the true values of
these sampling distributions follow, from the distribution of the data,
since our estimates are functions of the data.
the two classical responses of statisticians were to focus on tractable
special cases, and to appeal to asymptotics.
In 1957 the jackknife was invented. It was a halfway between classical
methodology and a “computer-intensive statistics”.
The bootstrap approach propsed by Efron (1979) goes further and it is a
very general method which combines estimation with simulation.
l Polak (Columbia University)
GU4222 & GR5222: Nonparametric Statistics -Lec