Εκτίμηση ποσοστημορίων μιας κατανομής με μεθόδους Bootstrap

Ζυγούρου, Αφροδίτη Σ.

Estimation of the percentiles of a distribution with Bootstrap methods

Master Thesis

Author

Ζυγούρου, Αφροδίτη Σ.

Date

2014-09-16

Abstract

Despite the fact that subsampling techniques had appeared before 1950, bootstrap appeared right before 1980. Today, exploiting the enormous technological progress, bootstrap may be used instead of traditional methods, for the estimation of several parameters, even in complicated statistical problems. Initially, we present the general method and some useful theoretical background. Next, we apply the method in the estimation of percentiles, making point estimations and constructing confidence intervals. Our aim is to review basic results and check if and how they differ, regarding the distribution we choose to take our sample from, or the percentile we choose to estimate.