STAT 135 Lecture Notes - Lecture 10: Asteroid Family, Fisher Information, Quartile

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28 Jun 2018

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YET for estimator using bootstrap Parametric

nonparametric

4large Sample theory of ME estimator

3) Fisher Info and Crower -Rao inequity

8. 5.3

How to find CI for ULE estimator using bootstrap

suppose Eis an estimate of aparameter O,the true

value of which is Oo

suppose that the distribution of E-Oo is Known

Denote Eand I-E9uantiles of this distribution as

a,b(in book I,5)

tan E. a

ttquantik ttzquantile

PKE

.a) Eta

,b])=L -

(oo -EEC-b,

-a) 7=1 -a

P(oo E¥

-b,E- a)]=i -a

-x)10070 C. I

In general ,we don't know distribution of E-oo ,how

do we find a,b?

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