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Exercise 1.60 (Bootstrap method)
Given
numbers
with no repetitions, a bootstrap sample is a sequence
formed
from the
’s by sampling with replacement with equal probabilities. Bootstrap samples arise in
a widely used statistical method known as the bootstrap. For example, if
and
, then the possible
bootstrap samples are ,
and .
(a) How many possible bootstrap samples are there for
?
(b) How many possible bootstrap samples are there for
, if
order does not matter (in the sense that it only matters how many times each
was
chosen, not the order in which they were chosen)?
(c) One random bootstrap sample is chosen (by sampling from
with
replacement, as described above). Show that not all unordered bootstrap samples (in
the sense of (b)) are equally likely. Find an unordered bootstrap sample
that is as likely as possible, and an unordered bootstrap sample
that is as unlikely as
possible. Let be the
probability of getting
and be the
probability of getting
(so
is the probability of getting the specific unordered bootstrap sample
). What is
? What is
the ratio of the probability of getting an unordered bootstrap sample whose probability
is
to the probability of getting an unordered sample whose probability is
?
Answers
- (a)
- (b)
- (c)
- The least likely bootstrap sample is one where . Such a sample occurs with probability . The most likely bootstrap sample is one where all the terms are different. Such a sample occurs with probability . Thus, the ratio of the probabilities is