A RESAMPLING PROCEDURE——BOOTSTRAPPING

Bootstrapping repeatedly draws random samples, each with size n , from the original sample of size n , and makes the probability 1/ n for each original variate in each sampling with replacement. This approach can be applied to examine the fundamental properties of sample statistic , to estimate the standard error of and to determine the 100 (1- α )% confidence intervals containing population parameter θ . In the paper, univariate, multivariate and residual bootstrappings, each together with an example, were presented. The another resampling procedure—Jackknifing was also discussed briefly.