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Qualms about Bootstrap Confidence Intervals

Schenker, Nathaniel·1985·Journal of the American Statistical Association

Abstract

The percentile method and bias-corrected percentile method of Efron (1981, 1982) are discussed. When these methods are used to construct nonparametric confidence intervals for the variance of a normal distribution, the coverage probabilities are substantially below the nominal level for small to moderate samples. This is due to the inapplicability of assumptions underlying the methods. These assumptions are difficult or impossible to check in the complicated situations for which the bootstrap is intended. Therefore, bootstrap confidence intervals should be used with caution in complex problems.

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Metadata

Authors
Schenker, N.
Venue
Journal of the American Statistical Association
Published
1985-06
Volume
80
Issue
390
Pages
360-361
ISSN
  • 0162-1459 (ISSN-L)
  • 1537-274X
OpenAlex
W2089790615
Cited by
161
References
1
FWCI
11.48
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Qualms about Bootstrap Confidence Intervals. https://app.cochat.ai/papers/10.1080/01621459.1985.10478123
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Schenker, N. (1985). Qualms about Bootstrap Confidence Intervals. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.1985.10478123

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