Skip Navigation

Biometrika 1988 75(4):673-684; doi:10.1093/biomet/75.4.673
© 1988 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by BANKS, D. L.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Histospline smoothing the Bayesian bootstrap

DAVID L. BANKS

Department of Statistics, Carnegie-Mellon University Pittsburgh, Pennsylvania 15213, U.S.A.

This paper describes a version of the Bayesian bootstrap that assigns random Dirichlet mass uniformly across statistically equivalent blocks. The method requires prior knowledge that the underlying distribution is continuous with known compact support. Under these conditions, the resulting analysis has three advantages over traditional bootstrap competitors. First, it takes account of the probability integral transformation. Secondly, it often enables exact expressions for the bootstrap distributions of common statistical functionals; thus small sample properties are known precisely, in contrast to the usual bootstrap situation. Thirdly, it shows consistent superiority in large-scale simulation experiments that compare the global accuracy of confidence intervals for the mean, median, variance and distribution function. The simulation experiments use a goodnessof-fit test as the basis for comparing the performance of competing bootstrap techniques.

Key Words: Bayesian bootstrap • Bootstrap • Confidence interval • Histospline smoothing • Pivot • Simulation


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.