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Confidence interval for the bootstrap -value and sample size calculation of the bootstrap test

Jialiang Li, Bee Tai and David Nott

Journal of Nonparametric Statistics, 2009, vol. 21, issue 5, 649-661

Abstract: The use of the bootstrap test lends both elegance and simplicity to the analysis of complicated statistical problems. Such a numerical approach yields an estimated P-value as a binomial proportion. The purpose of this article is to recommend that confidence intervals for the bootstrap P-value be calculated routinely. In constructing these intervals, due consideration needs to be given to the P-values that may be close to or equal to zero. We consider three instructive examples and related methods for designing the bootstrap sample size.

Date: 2009
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Citations: View citations in EconPapers (1)

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DOI: 10.1080/10485250902770035

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