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Asymptotic probability for the bootstrapped means deviations from the sample mean

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  • Hu, Tien-Chung
  • Ordóñez Cabrera, Manuel
  • Volodin, Andrei

Abstract

In this paper, the asymptotic probability for the bootstrapped means deviations from the sample mean is obtained, without imposing any assumptions on joint distribution of the original sequence of random variables from which the bootstrap sample is withdrawn. A non-restrictive assumption of stochastic domination by a random variable is imposed on marginal distributions of this sequence.

Suggested Citation

  • Hu, Tien-Chung & Ordóñez Cabrera, Manuel & Volodin, Andrei, 2005. "Asymptotic probability for the bootstrapped means deviations from the sample mean," Statistics & Probability Letters, Elsevier, vol. 74(2), pages 178-186, September.
    • Handle: RePEc:eee:stapro:v:74:y:2005:i:2:p:178-186
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    References listed on IDEAS

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    1. Arenal-Gutiérrez, Eusebio & Matrán, Carlos & Cuesta-Albertos, Juan A., 1996. "On the unconditional strong law of large numbers for the bootstrap mean," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 49-60, March.
    2. Athreya, K. B., 1983. "Strong law for the bootstrap," Statistics & Probability Letters, Elsevier, vol. 1(3), pages 147-150, March.
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