Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: Bootstrap: Skewness and Kurtosis, normal data
Replies: 0  

Advanced Search

Back to Topic List Back to Topic List  
Luis A. Afonso

Posts: 4,617
From: LIsbon (Portugal)
Registered: 2/16/05
Bootstrap: Skewness and Kurtosis, normal data
Posted: Nov 20, 2013 5:22 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Bootstrap: Skewness and Kurtosis, normal data


A rather futile exercise, again. . .

The *horrific* Principles about B-sampling:

__1__The B-procedure adds more information about the Population it derived than that the n-sized Source sample itself provides.
__2__It is able to reconstruct the Population.
__3__In the Population each sample item have the same probability to occur, therefore we can safely to sample from the Source with replacement with probability 1/n.
__4__Repeated values (continuous Distribution) are as likewise than different ones.
__5__The set of real samples could be perfectly represented with the n items the Source have.
_____________

The Exercise:

One normal (standard) item X( ) is simulated through the Box-Muller model. Repeating m=2000 times the Source is built and the Skewness and Kurtosis, |S0|, K0.
The Source is bootstrapped, |S| and K evaluated.

Results:
______ p(|S0| > |S|) = 0.281 to 0.296
_______Z = -21.9 to -20.0
______ p(K0 > K) = 0.562 to 0.584
_______Z = 5.6 to 7.6

Z tests both very significant: the Bootstrap data is not conformable with source ones.
As expected . . .

Luis A. Afonso



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.