Confidence Interval for the Bootstrap P-value and Sample Size Calculation of the Bootstrap Test

来源 :中国数量经济学会 | 被引量 : 0次 | 上传用户:adu198612
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  The use of the bootstrap test lends both elegance and simplicity to the analysis of complicated statistical problems.Such a numerical approach yields an estimated P-value as a binomial proportion.The purpose of this note is to recommend that confidence intervals for the bootstrap P-value be calculated routinely.In constructing these intervals,due consideration needs to be given to the P-values which maybe close to or equal to zero.We consider three instructive examples and related methods for designing the bootstrap sample size.
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