NO.PZ2020011101000043
问题如下:
What is the main difference between a simulation and the bootstrap?
解释:
A simulation uses draws from a specific distribution to simulate the shocks and other quantities in a model error. A simulation requires a fully specified model that provides the distribution of all random quantities. A bootstrap uses random sampling from the observed data to produce a new dataset that has similar characteristics. In a bootstrap, the random samples are used to generate indices when selecting the data to include in the bootstrap sample.
是否可以理解为simulation是总整体分布中抽取样本进行估计,而bootstrap是从可见观察值中有放回重复抽样,使它有整体特征