The AstroStat Slog » Prof. Babu http://hea-www.harvard.edu/AstroStat/slog Weaving together Astronomy+Statistics+Computer Science+Engineering+Intrumentation, far beyond the growing borders Fri, 09 Sep 2011 17:05:33 +0000 en-US hourly 1 http://wordpress.org/?v=3.4 Parametric Bootstrap vs. Nonparametric Bootstrap http://hea-www.harvard.edu/AstroStat/slog/2008/parametric-bootstrap-vs-nonparametric-bootstrap/ http://hea-www.harvard.edu/AstroStat/slog/2008/parametric-bootstrap-vs-nonparametric-bootstrap/#comments Thu, 11 Sep 2008 02:46:13 +0000 hlee http://hea-www.harvard.edu/AstroStat/slog/?p=680 The following footnotes are from one of Prof. Babu’s slides but I do not recall which occasion he presented the content.

– In the XSPEC packages, the parametric bootstrap is command FAKEIT, which makes Monte Carlo simulation of specified spectral model.
– XSPEC does not provide a nonparametric bootstrap capability.


Parametric Bootstrap: $$X_1^*,…,X_n^* \sim F(\cdot;\theta_n)$$
Both $$\sqrt{n} \sup_x |F_n(x)-F(x;\theta_n)|$$ and $$\sqrt{n} \sup_x |F_n^*(x)-F(x;\theta_n^*)|$$ have the same limiting distribution.[1]

Nonparametric Bootstrap:$$X_1^*,…,X_n^* \sim F_n.$$
A bias correction $$B_n(x)=F_n(x)-F(x;\theta_n)$$ is needed.
$$\sqrt{n} \sup_x |F_n(x)-F(x;\theta_n)|$$ and $$\sqrt{n} \sup_x |F_n^*(x)-F(x;\theta_n^*)-B_n(x)|$$ have the same limiting distribution.[2]

  1. In the XSPEC packages, the parametric bootstrap is command FAKEIT, which makes Monte Carlo simulation of specified spectral model.
  2. XSPEC does not provide a nonparametric bootstrap capability
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