Bootstrapping (statistical resampling)
Bootstrapping (remuestreo estadístico)
- Date
- 1979 · confidence high
- Place
- Stanford University, Stanford, California, United States
- Credited to
- Bradley Efron
- Field
- Knowledge & symbols
What was discovered
Efron proposed estimating the sampling distribution of almost any statistic by resampling the observed data itself with replacement, instead of assuming a theoretical distribution; it outperformed the jackknife method used until then.
What it led to
- Computing confidence intervals and standard errors without parametric assumptions
- The Bayesian bootstrap (1981) and bias-corrected variants (1987, 1992)
- A standard tool in computational statistics
Built on
- The jackknife method