Bootstrap(自助)方法和Jacknife(刀切)方法中文讲义及相关R程序

《Bootstrap(自助)方法和Jacknife(刀切)方法中文讲义及相关R程序》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、Lecture7:Bootstrap(gggÏÏÏ)•••{{{ÚÚÚJackknife(ƒƒƒ)•••{{{Ü•²Monday19thOctober,2009Contents1BootstrapandJackknife11.1TheBootstrap.........................11.1.1BootstrapEstimationofStandardError.......51.1.2BootstrapEstimationofBias.............111.2Jackknife............................1

2、61.3Jackknife-after-Bootstrap...................221.4BootstrapCondenceIntervals................261.4.1TheStandardNormalBootstrapCondenceInterval261.4.2ThePercentileBootstrapCondenceInterval....271.4.3TheBasicBootstrapCondenceInterval.......281.4.4TheBootstraptinterval.............

3、...311.5BetterBootstrapCondenceIntervals............351.6Application:CrossValidation.................41PreviousNextFirstLastBackForward1Chapter1BootstrapandJackknife1.1TheBootstrapEfron31979,1981Ú1982cóŠ¥ÚÚ?˜ÚuÐBootstarp•{,duLŒþ'ud•{ïÄ.Bootstrap•{´˜ašëêMonteCarlo•{,ÙÏL2ÄéoN©Ù?1

4、O.2Ä•{ò*ÿÀ•˜‡k•oN,l¥?1‘Å(2)Ä5OoNA±9éÄoNŠÑÚOíä.8IoN©Ùvk•½ž,Bootstrap•{²~¦^,dž,´•˜®k&E.Bootstrap˜cŒ±•šëêBootstrap,•Œ±•ëêBootstrap(þ˜ù¥).ëêBootstrap´•oN©Ù®•,

5、^MonteCarlo•{ldoN¥Ä?1ÚOíä; šëêBootstrap´•oN©Ù™•,

6、^2ÄPreviousNextFirstLastBackForward1•{l¥(2)Ä?1ÚOíä.Œ±À

7、¤L«k•oN©Ù•˜‡"–"oN,ÙäkÚý¢oNaqA.ÏLld"–"oN¥•E(2)Ä,Œ±âdOÚOþÄ©Ù.ÚOþ˜5Ÿ,X,IO•Œ±ÏL2Ä5O.˜‡Ä©ÙBootstrapOaqu—ÝOŽ{.·‚ÏL˜‡†•ã5O—ݼê/G.†•ãØ´—Ý,´3šëê¯K¥,Œ±À•´—ݘ‡ÜnO.·‚kéõ•{l®•—Ý¥)‘Å,BootstrapKl²©Ù¥)‘Å.bx=(x1;


;xn)•˜‡loN©ÙF(x)¥*ÿ,X•lx¥‘ÅÀJ˜‡,K1P(X=xi)=;

8、i=1;


;n:nlx¥k˜£2Ä‘ÅX;


;Xn.w,‘ÅCþX;


;Xn11•i:i:d‘ÅCþ,Ñlfx1;


;xngþþ!©Ù.²©Ù¼êFn(x)´F(x)O,Œ±y²,Fn(x)´F(x)¿©ÚOþ.…,˜•¡,Fn(x)´fx1;


;xngþþ!©Ù‘ÅCþX©PreviousNextFirstLastBackForward2Ù¼ê.Ïd3Bootstrap¥kù‡%C.Fn%CF,Bootstrap•Ee²©Ù¼êFn´Fn%C.lx¥2Ä,dulFn¥)‘Å.ùü«

9、%CŒ±L«•F!X!FnFn!X!Fnlx¥)˜‡Bootstrap‘ÅŒ±ù¢y,klf1;2;


;ng¥k˜£Àngfi1;


;ing,,Bootstrapx=(xi;


;xin).1b´·‚a,ëê(•þ),^•O.K^©ÙBootstrapOŒ±ÏLXe•{PreviousNextFirstLastBackForward31.éBootstrap•E1bg(b=1;:::;B),(a)ÏLk˜£lx1;


;xn¥Ä2Äx(b)=x;:::;xn.1(b)Šâ

10、x(b)