The Jackknife: A cost-efficient alternative to bootstrap variance estimation

Date of Publication

2008

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science in Statistics Major in Actuarial Science

Subject Categories

Physical Sciences and Mathematics

College

College of Science

Department/Unit

Mathematics and Statistics

Thesis Adviser

Arturo Pacificador

Defense Panel Chair

Regina M. Tresvalles

Defense Panel Member

Rechel G. Arcilla

Michele G. Tan

Abstract/Summary

This thesis presents the Jackknife Variance Estimator as a cost efficient alternative to the Bootstrap Variance Estimator. The Jackknife and the Bootstrap are both Resampling methodologies. This mean that they can provide a variance estimate to estimation problems, even when complexities in the sampling design and the estimator form would make it difficult or impossible for conventional method to do so.

The researcher provided the compilation of properties and a select history of the Jackknife, from numerous sources. Also, the researcher provided a comparison between the Jackknife Variance and the Bootstrap Variance estimator, under a simple random experiment in the estimation of the sample median.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU15429

Shelf Location

Archives, The Learning Commons, 12F, Henry Sy Sr. Hall

Physical Description

vii, 41 leaves ; ill. (some col.) ; 28 cm.

Keywords

Estimation theory; Jackknife (Statistics); Bootstrap (Statistics); Resampling (Statistics)

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