6 Simulation and the Bootstrap
- Start: Monday, March 1
- End: Friday, March 5
6.1 Summary
This week we will introduce another general use nonparametric estimate technique, the bootstrap!
6.2 Learning Objectives
After completing this week, you are expected to be able to:
- Perform simulation studies using R.
- Use the bootstrap to produce interval estimates.
6.4 Video
| Title and Slides | Link | Mirror |
|---|---|---|
| 6.0 - Welcome to Week 06 | 6.0 - YouTube | 6.0 - ClassTranscribe |
| 6.1 - Simulation | 6.1 - YouTube | 6.1 - ClassTranscribe |
| 6.2 - Bootstrap | 6.2 - YouTube | 6.2 - ClassTranscribe |
6.5 Assignments
-
Homework 05
- Due: Monday, March 8
- Submission: Gradescope
- Solution: Compass
6.6 Office Hours
| Staff and Link | Day | Time |
|---|---|---|
| Zoom with David | Monday | 7:00 PM - 8:00 PM |
| Zoom with Rentian | Wednesday | 7:00 PM - 8:00 PM |
| Zoom with David | Thursday | 7:00 PM - 8:00 PM |
| Zoom with Rentian | Friday | 7:00 PM - 8:00 PM |
| Piazza | Any! | Any! |
6.7 Additional Information
- Wikipedia: Inverse Transform Sampling
- CrossValidated: What are examples where a “naive bootstrap” fails?
- CrossValidated: Can bootstrap be seen as a “cure” for the small sample size?
- CrossValidated: How well does bootstrapping approximate the sampling distribution of an estimator?
- CrossValidated: Why does my bootstrap interval have terrible coverage?