Bootstrap CI for difference in two means

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Mine Cetinkaya-Rundel

Associate Professor of the Practice, Duke University

Bootstrap CI for a difference

  1. Take a bootstrap sample of each sample - a random sample taken with replacement from each of the original samples, of the same size as each of the original samples.

  2. Calculate the bootstrap statistic - a statistic such as difference in means, medians, proportion, etc. computed based on the bootstrap samples.

  3. Repeat steps (1) and (2) many times to create a bootstrap distribution - a distribution of bootstrap statistics.

  4. Calculate the interval using the percentile or the standard error method.

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Let's practice!

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