Re-centering a bootstrap distribution for hypothesis testing

Inferensi untuk Data Numerik di R

Mine Cetinkaya-Rundel

Associate Professor of the Practice, Duke University

Re-centering a bootstrap distribution for hypothesis testing

  • Bootstrap distributions are by design centered at the observed sample statistic.
  • However since in a hypothesis test we assume that $H_0$ is true, we shift the bootstrap distribution to be centered at the null value.
  • p-value = The proportion of simulations that yield a sample statistic at least as favorable to the alternative hypothesis as the observed sample statistic.
Inferensi untuk Data Numerik di R

Re-centering the bootstrap distribution - sketch

chp1-vid3-boot-test

Inferensi untuk Data Numerik di R

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Inferensi untuk Data Numerik di R

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