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Bootstrapping the mean of a symmetric population

Author

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  • Cao, Ricardo
  • Prada-Sánchez, JoséManuel

Abstract

Using Edgeworth expansions we compare the rates of convergence of the normal approximation and two bootstrap approaches for the sample mean of a symmetric population. In a simulation study we see how bad is the Monte Carlo approximation when bootstrapping the Edgeworth expansions.

Suggested Citation

  • Cao, Ricardo & Prada-Sánchez, JoséManuel, 1993. "Bootstrapping the mean of a symmetric population," Statistics & Probability Letters, Elsevier, vol. 17(1), pages 43-48, May.
    • Handle: RePEc:eee:stapro:v:17:y:1993:i:1:p:43-48
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