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Title: | Pivotal quantities based on sequential data: A bootstrap approach | Authors: | Saavedra, Pedro Santana, Angelo Del Pino Quintana, María |
UNESCO Clasification: | 120905 Análisis y diseño de experimentos 120906 Métodos de distribución libre y no paramétrica 120913 Técnicas de inferencia estadística 120903 Análisis de datos 240401 Bioestadística |
Keywords: | Bootstrap Sequential designs Wang and Tsiatis tests |
Issue Date: | 2006 | Journal: | Communications in Statistics Part B: Simulation and Computation | Abstract: | A bootstrap algorithm is provided for obtaining a confidence interval for the mean of a probability distribution when sequential data are considered. For this kind of data the empirical distribution can be biased but its bias is bounded by the coefficient of variation of the stopping rule associated with the sequential procedure. When using this distribution for resampling the validity of the bootstrap approach is established by means of a series expansion of the corresponding pivotal quantity. A simulation study is carried out using Wang and Tsiatis type tests and considering the normal and exponential distributions to generate the data. This study confirms that for moderate coefficients of variation of the stopping rule, the bootstrap method allows adequate confidence intervals for the parameters to be obtained, whichever is the distribution of data. | URI: | http://hdl.handle.net/10553/42851 | ISSN: | 0361-0918 | DOI: | 10.1080/03610910600880526 | Source: | Communications In Statistics-Simulation And Computation[ISSN 0361-0918],v. 35 (4), p. 1005-1018 |
Appears in Collections: | Artículos |
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