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Avtomatika i Telemekhanika, 2007, Issue 11, Pages 46–60
(Mi at1076)
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This article is cited in 9 scientific papers (total in 9 papers)
Estimation in Systems
Application of the bootstrap method for estimation of the quantile function
B. V. Vishnyakov, A. I. Kibzun Moscow Aviation Institute
Abstract:
The bootstrap method was used to reduce the sample volume at estimating the quantile function. Accuracy of the quantile sample estimate vs. the distribution of random variable was established analytically. A numerical example of calculation of the quantiles using the proposed bootstrap procedure for the uniform, normal, and Cauchy distributions was considered. An approximate formula for calculation of the quantile of the normal distribution was determined.
Citation:
B. V. Vishnyakov, A. I. Kibzun, “Application of the bootstrap method for estimation of the quantile function”, Avtomat. i Telemekh., 2007, no. 11, 46–60; Autom. Remote Control, 68:11 (2007), 1931–1944
Linking options:
https://www.mathnet.ru/eng/at1076 https://www.mathnet.ru/eng/at/y2007/i11/p46
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Abstract page: | 463 | Full-text PDF : | 137 | References: | 53 | First page: | 1 |
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