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An Introduction to Bootstrap Methods with Applications to R by Robert A. LaBudde, Michael R. Chernick

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PREFACE

The term “bootstrapping” refers to the concept of “pulling oneself up by one's boot-straps,” a phrase apparently first used in The Singular Travels, Campaigns and Adventures of Baron Munchausen by Rudolph Erich Raspe in 1786. The derivative of the same term is used in a similar manner to describe the process of “booting” a computer by a sequence of software increments loaded into memory at power-up.

In statistics, “bootstrapping” refers to making inferences about a sampling distribution of a statistic by “resampling” the sample itself with replacement, as if it were a finite population. To the degree that the resampling distribution mimics the original sampling distribution, the inferences are accurate. The accuracy improves as the size of the original sample increases, if the central limit theorem applies.

“Resampling” as a concept was first used by R. A. Fisher (1935) in his famous randomization test, and by E. J. G. Pitman (1937, 1938), although in these cases the sampling was done without replacement.

The “bootstrap” as sampling with replacement and its Monte Carlo approximate form was first presented in a Stanford University technical report by Brad Efron in 1977. This report led to his famous paper in the Annals of Statistics in 1979. However, the Monte Carlo approximation may be much older. In fact, it is known that Julian Simon at the University of Maryland proposed the Monte Carlo approximation as an educational tool for teaching probability and statistics. In ...

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