Simulation and The Bootstrap
Week 06, Spring 2022
- Start: Monday, February 21
- End: Friday, February 25
Learning Objectives
After completing this week, you are expected to be able to:
- Perform simulation studies using R.
- Use the bootstrap to produce interval estimates.
Reading
| Source | Section |
|---|---|
| Wasserman | 8.1 - 8.6 |
| Marden | 11.1 - 11.5 |
Video
| Title and Slides | Link | Mirror |
|---|---|---|
| 6.0 - Welcome to Week 06 | 6.0 - YouTube | 6.0 - ClassTranscribe |
| 6.1 - Simulation | 6.1 - YouTube | 6.1 - ClassTranscribe |
| 6.2 - Bootstrap | 6.2 - YouTube | 6.2 - ClassTranscribe |
Assignments
- Homework 05
- Source:
RMarkdown - Due: Monday, February 28
- Submission: Gradescope
- Solution: Canvas
- Source:
Office Hours
| Staff and Link | Day | Time |
|---|---|---|
| Zoom with David | Monday | 3:00 PM - 4:00 PM |
| Zoom with Eugene | Monday | 9:00 PM - 10:00 PM |
| Zoom with Eugene | Thursday | 12:00 PM - 1:00 PM |
| Zoom with David | Thursday | 5:00 PM - 7:00 PM |
| Discussion Forum | Any! | Any! |
Additional Information
- Wikipedia: Inverse Transform Sampling
- CrossValidated: What are examples where a “naive bootstrap” fails?
- CrossValidated: Can bootstrap be seen as a “cure” for the small sample size?
- CrossValidated: How well does bootstrapping approximate the sampling distribution of an estimator?
- CrossValidated: Why does my bootstrap interval have terrible coverage?