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Unformatted text preview: ² b ³ ² zw ³ ;m ± 1 ² b ³ + zw ³i (2) The argument is then that the bootstrap percentile interval (1) for large n and large B approximates this interval (2). The plausibility of an approximate correspondence between (1) and (2) might be argued as follows. Interval (2) is ´ m ± 1 ( ³ ² zw ) ;m ± 1 ( ³ + zw ) µ ³ h m ± 1 ² lower ² 2 point of the dsn of b ³ ³ ;m ± 1 ² upper ² 2 point of the dsn of b ³ ³i = h m ± 1 ² m ² lower ² 2 point of T n dsn ³³ ;m ± 1 ² m ² lower ² 2 point of T n dsn ³³i = h lower ² 2 point of the dsn of T n ; upper ² 2 point of the dsn of T n i 1 and one may hope that interval (1) approximates this last interval. The beauty of the bootstrap argument in this context is that one doesn&t need to know the correct transformation m (or the standard deviation w ) in order to apply it. 2...
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 Spring '08
 Staff
 Tn, Order theory, dence interval

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