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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DOI: 10.1080/10485250902770035
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