An Introduction to the Bootstrap

by Bradley Efron, R.J. Tibshirani

Overview

Statistics is a subject of many uses and surprisingly few effective practitioners. The traditional road to statistical knowledge is blocked, for most, by a formidable wall of mathematics. The approach in An Introduction to the Bootstrap avoids that wall. It arms scientists and engineers, as well as statisticians, with the computational techniques they need to analyze and understand complicated data sets.

Product Details

ISBN-13:	9780412042317
Publisher:	Taylor & Francis
Publication date:	05/15/1994
Series:	Chapman & Hall/CRC Monographs on Statistics and Applied Probability , #57
Edition description:	New Edition
Pages:	456
Product dimensions:	6.00(w) x 9.00(h) x (d)
Age Range:	18 Years

About the Author

Bradley Efron, Department of Statistics Stanford University and Robert J. Tibshirani, Department of Preventative Medicine and Biostatistics and Department of Statistics, University of Toronto.

Table of Contents

Preface 1 Introduction 3 -Random samples and probabilities 4 The empirical distribution function and the plug-in principle 5 Standard errors and estimated standard errors 6 The bootstrap estimate of standard error 7 Bootstrap standard errors: some examples 8 More complicated data structures 9 Regression models 10 Estimates of bias 11 The jackknife 12 Confidence intervals based on bootstrap “tables” 13 Confidence intervals based on bootstrap percentiles 14 Better bootstrap confidence intervals 15 Permutation tests 16 Hypothesis testing with the bootstrap 17 Cross-validation and other estimates of prediction error 18 Adaptive estimation and calibration 19 Assessing the error in bootstrap estimates 20 A geometrical representation for the bootstrap and jackknife 21 An overview of nonparametric and parametric Inference 22 Further topics in bootstrap confidence intervals 23 Efficient bootstrap computations 24 Approximate likelihoods 25 Bootstrap bioequivalence 26 Discussion and further topics

Editorial Reviews

"...an excellent book, and worth a reading by most students and practitioners in statistics... Throughout the book, the authors have spent a lot of effort in introducing difficult ideas in a simple, easy-to-understand manner..."
- Hong Kong Statistical Society Newsletter

"... written in a style that makes difficult statistical concepts easy to understand ...a wonderful text for the engineer who would like to apply and understand the many different bootstrap techniques that have appeared in the literature in the last fifteen years. It makes an excellent reference text that should grace the shelves of both statisticians and non-statisticians."
- Journal of Quality Technology

From the Publisher

Presents an overview of the bootstrap method (of which Efron is the inventor) and related methods for assessing statistical accuracy. The first 19 chapters are expository and are accessible to non- specialists; the remaining chapters are at a higher mathematical level and make the text suitable for a graduate level course in statistics. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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