关于本科统计学课程中的Bootstrap:重采样,教师应该知道什么

C. Tim
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引用次数: 3

摘要

我在这篇文章中有三个目标:(1)展示自举和排列测试的巨大潜力,帮助学生理解统计概念,包括抽样分布、标准误差、偏差、置信区间、零分布和p值。(2)深入挖掘,了解这些方法为什么有效,什么时候无效,需要注意的事情,以及在教学中如何处理这些问题。(3)改变统计实践——通过将这些方法与普通的t检验和区间进行比较,我们看到后者是多么不准确;我们用渐近性证实了这一点。N >= 30是不够的——想想N >= 5000。重新采样提供诊断和更准确的替代方案。遗憾的是,在小样本中,常见的自举百分比间隔严重掩盖了这一点;还有更好的选择。语气非正式,有一些故事和笑话。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
What Teachers Should Know About the Bootstrap: Resampling in the Undergraduate Statistics Curriculum
I have three goals in this article: (1) To show the enormous potential of bootstrapping and permutation tests to help students understand statistical concepts including sampling distributions, standard errors, bias, confidence intervals, null distributions, and P-values. (2) To dig deeper, understand why these methods work and when they don't, things to watch out for, and how to deal with these issues when teaching. (3) To change statistical practice---by comparing these methods to common t tests and intervals, we see how inaccurate the latter are; we confirm this with asymptotics. n >= 30 isn't enough---think n >= 5000. Resampling provides diagnostics, and more accurate alternatives. Sadly, the common bootstrap percentile interval badly under-covers in small samples; there are better alternatives. The tone is informal, with a few stories and jokes.
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