Variance of bootstrap sample of size n

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    Bootstrap Variance
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Discussion Overview

The discussion revolves around the calculation of the bias of the bootstrap sample variance, specifically focusing on the estimator \(\hat{\theta^*}\) as opposed to \(\bar{\theta}\). Participants are exploring the theoretical aspects of bias in statistical estimators, particularly in the context of bootstrap methods.

Discussion Character

  • Technical explanation
  • Mathematical reasoning
  • Homework-related

Main Points Raised

  • One participant found that the bias is \(\frac{\theta}{n}\) for part one of the problem but is uncertain about how to proceed with the next part.
  • There is confusion regarding whether the result in the participant's notes pertains to the mean of the sample or the population variance.
  • Multiple participants clarify that the question is asking about \(\hat{\theta^*}\) (the bootstrap estimator) rather than \(\bar{\theta}\) (the sample mean).
  • One participant attempts to derive the bias by manipulating the expressions for the sample variance but encounters difficulties when taking expectations.

Areas of Agreement / Disagreement

Participants generally agree on the distinction between \(\hat{\theta^*}\) and \(\bar{\theta}\), but there is uncertainty regarding the calculations and the implications of the results in their notes. The discussion remains unresolved as participants continue to seek clarity on the bias of the bootstrap sample variance.

Contextual Notes

There are limitations in the discussion, including missing assumptions about the underlying distribution and the specific definitions of the estimators being used. The manipulation of the variance expressions and the expectations involved are not fully resolved.

ghostyc
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http://img138.imageshack.us/img138/6060/98259799.jpg

I have done part one and found that the bias is [tex]\frac{\theta}{n}[/tex]

then i don't know how to proceed.

in my notes, have the following result,

http://img189.imageshack.us/img189/9699/resultc.jpg

i am thinking, this time i have to find the bias in [tex]\hat{\theta^*}[/tex]
then, if i work through, i got it's unbiased...

am i doing something wrong?

I am confused with that, the result in my notes, is it for the mean of the sample?

but here, we are aksed for the population variance?

Thanks
 
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(ii) is asking about theta star HAT, not theta star BAR.
 
EnumaElish said:
(ii) is asking about theta star HAT, not theta star BAR.

i will look into it again
sometimes, i really get confused what i am looking for
 
EnumaElish said:
(ii) is asking about theta star HAT, not theta star BAR.

I am now working on the bias is

[tex] \bar{\theta}^{*} - \hat{\theta} = \frac{1}{n} \sum_{i=1}^n (y_i^* - \bar{y} )^2 - \frac{1}{n} \sum_{i=1}^n (y_i - \bar{y} )^2[/tex]
after some munipulation , i got to

[tex] <br /> \frac{1}{n} \sum_{i=1}^n \left( {y_i^*}^2 - y_i^2 -2\bar{y} (y_i^*+y_i) \right)<br /> [/tex]

then i take expectation, i got stuck again...
 

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