关于bootstrap思想讨论.docVIP

关于bootstrap的思想的讨论 1楼 HYPERLINK /cn/profile/230 rtist 看了  HYPERLINK /view.php?tid=48id=86 /view.php?tid=48id=86 之后想留言，可是那里不让留了，就贴在这儿了。bootstrap的思想并不是再抽样，而是plug-in principle；再抽样仅仅是实现这个思想的一种手段。所以bootstrap也并不一定非要抽样B次，只要可以plug-in，有时候一次也不用抽就可以得到精确结果。但是不可否认，样本的重复利用的确是一个incredibly amazing的方法，而且经常counter-intuitive。最难理解的（对我来说）就是，信息都蕴含在样本中，再抽样究竟能提不提供样本之外的新的信息；如果不能，怎么抽得到的都是原来样本里面的信息；如果能，新信息从哪儿来？ 2楼 HYPERLINK /cn/profile/8145 keynes I think the information contained in a sample is not always fully exploited by a particular statistic. That is, a statistic typically only uses part of information in the data and the principle of data-reduction is one of such examples. To use bootstrap (maybe other resampling methods as well), we have to impose some extra assumptions, such like the sample (the data at hand, so to speak) is representative and informative of the population so that we can treat the former as the latter.Not quite clear what do you mean by the statement that the bootstrap is mainly a plug-in method. Would you make it more clear and detailed? Thanks. 3楼 HYPERLINK /cn/profile/230 rtist I dont think so, as bootstrap often works on complete sufficient statistics too. So its not that the original statistic always loses information that allows bootstrap to exploit further. Its still counter-intuitive to me. My current understanding (subject to change in the future) is that we often make reasonable assumptions that give us the extra-information, so that bootstrap often works by using the information in the assumptions. For the plug-in principle, see Efrons review:  HYPERLINK /viewsp040007/04x0072t/0 /viewsp040007/04x0072t/0 4楼 HYPERLINK /cn/profile/8145 keynes Well, sufficient just means that the statistic contain enough information for the purpose of point estimation of the parameter of interest. It does not say that all information is used up. Neither it prevents from exploiting other information contained in the sample. 5楼 HYPE