© 1990 by Biometrika Trust
Articles |
Bootstrap bias
Statistical Laboratory, University of Cambridge Cambridge CB2 JSB, U.K.
Received for publication 1 February 1989.
Revision received 1 July 1989.
| Abstract |
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Use of the bootstrap in estimation of the sampling distribution of a pivot is considered for two simple situations. It is shown by a simulation study that in each case the bootstrap is noticeably biased for small sample sizes. The techniques of computer algebra are used to obtain an exact assessment of the bias in both problems and an approximate theoretical analysis based on saddlepoint approximation is presented.
Key Words: Bias Bootstrap Computer algebra Pivot Saddlepoint approximation Tail probability
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