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Bootstrap Student's t Method

KJ Kwanghee Jung
JL Jaehoon Lee
VG Vibhuti Gupta
GC Gyeongcheol Cho
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Student's t method assumes that θ^-θse^ is approximately t-distributed, where θ is a parameter, θ^ is an estimate of the parameter, and se^ is the standard error of the parameter. Bootstrap Student's t CI for a certain alpha level (e.g., α = 0.05 for 95% CIs) is constructed as follows,

The bootstrap standard error of each estimate, se^(θ^*), is used for se^. Note that Student's t confidence interval has no feature to adjust the confidence interval, accounting for any other types of deviation from the t distribution.

Copyright and License information:  ©2019 Jung, Lee, Gupta and Cho.
This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.

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