### The Bootstrap (Advanced Data Analysis from an Elementary Point of View)

Quantifying uncertainty by looking at sampling distributions. The
bootstrap principle: sampling distributions under a good estimate of the truth
are close to the true sampling distributions. Parametric bootstrapping.
Non-parametric bootstrapping. Many examples. When does the bootstrap
fail?

*Reading*:
Notes, chapter 5
(R for figures and examples;
`pareto.R`;
`wealth.dat`);
R for in-class examples

Advanced Data Analysis from an Elementary Point of View

Posted at January 31, 2012 19:10 | permanent link