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乔。 · 2023年12月02日

standard error of the sample mean

NO.PZ2023061301000005

问题如下:

Compared with bootstrap resampling, jackknife resampling:

选项:

A.

is done with replacement.

B.

usually requires that the number of repetitions is equal to the sample size.

C.

produces dissimilar results for every run because resamples are randomly

drawn.

解释:

B is correct. For a sample of size n, jackknife resampling usually requires n repetitions.

In contrast, with bootstrap resampling, we are left to determine how many

repetitions are appropriate.


题目:Otema Chi has a spreadsheet with 108 monthly returns for shares in Marunou Corporation. He writes a software program that uses bootstrap resampling to create 200 resamples of this Marunou data by sampling with replacement. Each resample has 108 data points. Chi's program calculates the mean of each of the 200 resamples, and then it calculates that the mean of these 200 resample means is 0.0261. The program subtracts 0.0261 from each of the 200 resample means, squares each of these 200 differences, and adds the squared differences together. The result is 0.835. The program then calculates an estimate of the standard error of the sample mean.

The estimated standard error of the sample mean is closest to:

为什么0.835代表下面的公式




这个又代表什么呢







1 个答案
已采纳答案

品职助教_七七 · 2023年12月03日

嗨,努力学习的PZer你好:


1)θb cap代表每一个resample的sample mean,一共有200个resample mean,b从b=1取到b=B(B=200)

2)The result is 0.835中,the result对应前面的“...subtracts 0.0261 from each of the 200 resample means, squares each of these 200 differences, and adds the squared differences together”.

其中0.0261是公式中的θ bar;“subtracts 0.0261 from each of the 200 resample means”是公式中括号内的θb cap - θ bar;“squares each of these 200 differences”指的是将200个(θb cap - θ bar)平方;“adds the squared differences together”指将这200个平方后的difference加和。

故后续The result is 0.835指的就是这个公式的结果。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!