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Bootstrap a statistic

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Bootstrap a statistic

by Dimitri Shvorob

 

15 Apr 2007 (Updated 16 Apr 2007)

(Extension of BOOTSTRP)

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Description

Function BSTRAP computes values of user-defined scalar-, vector- or matrix-valued statistics in the original sample, and in B bootstrap samples of size m <=n, where n is the number of rows in X. Addressing limitations of BOOTSTRP (Statistics Toolbox, v. 5-6), BSTRAP accepts 'fixed', i.e. non-resampled, matrix-valued input arguments, and allows both matrix- and structure-valued output - which can be summarized with function BSTATS, calculating average, sample variance and (2.5, 97.5) percentiles of a bootstrap distribution.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Plot a univariate histogram

Required Products Statistics Toolbox
MATLAB release MATLAB 7.0.1 (R14SP1)
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Tag Activity for this File
Tag Applied By Date/Time
statistics Dimitri Shvorob 22 Oct 2008 09:09:26
probability Dimitri Shvorob 22 Oct 2008 09:09:26
bootstrap Dimitri Shvorob 22 Oct 2008 09:09:26
resampling Dimitri Shvorob 22 Oct 2008 09:09:26
scalar Dimitri Shvorob 22 Oct 2008 09:09:26
extension Dimitri Shvorob 22 Oct 2008 09:09:26

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