JMP 13 Basic Analysis

Overview of Bootstrapping

Bootstrapping repeatedly resamples the observations that are used in your report to construct an estimate of the distribution of a statistic or statistics. The observations are assumed to be independent.

In the simple bootstrap, the n observations are resampled with replacement to produce a bootstrap sample of size n. Note that some observations might not appear in the bootstrap sample, and others might appear multiple times. The number of times that an observation occurs in the bootstrap sample is called its bootstrap weight. For each bootstrap iteration, the entire analysis that produced the statistic of interest is ...