Project2_S08

Project2_S08 - Project 2: Estimating variance of the sample...

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Project 2: Estimating variance of the sample median by bootstrapping Due day: April 23, 2008 Part 1: Independent Data In this part of the project, you are asked to experiment the accuracy of the bootstrap variance estimation of the sample median for data from uniform [0,1] and χ 2 with df=3 for various sample sizes. Graphic displays of the ARE against the sample size is required for each experiment. Your report has to include your conclusions of the experiments. You need to email your well written type up project report including the R-code to me at Lqian@fau.edu by April 23, 2008. The purpose of this project is to evaluate the accuracy of bootstrapping method on estimating the variance of the sample median. Measure of accuracy suggested is the Average Relative Error (ARE) defined as: | | 1 ARE 1 , , , , m n, = - = m i r i n k n k n B V mV , where V n,k is the population variance of the Monte Carlo k sample medians of sample size n and B n,i,r is the bootstrap population variance of the r nonparametric bootstrap
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This note was uploaded on 09/19/2009 for the course MATH compstat taught by Professor Qian during the Spring '09 term at FAU.

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Project2_S08 - Project 2: Estimating variance of the sample...

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