Re: Ratios of normal samples and BOOTSTRAP



Follow-up concerning Z=X/Y

The fractions limited by the bounds of BIAS show that the Source sets and the Bootstrap ones (means) have very different characteristics about their <spans>. The weakness of the latter is flagrant.



____________>0.005_____>0.010_____>0.015
___X, Y = N(100, 5):10_____
Source bias____0.026______0.016______0.014
Bootstrap_____ 0.800______0.612______0.486
S____________0.038______0.020______0.016
B____________0.822______0.668______0.526
S____________0.052______0.022______0.006
B____________0.812______0.656______0.508

____________>0.005_____>0.010_____>0.015
___X, Y = N(100, 5):20_____
Source bias____0.012______0.000______0.000
Bootstrap_____ 0.784______0.510______0.330
S____________0.018______0.008______0.000
B____________0.760______0.550______0.340

____________>0.005_____>0.010_____>0.015
___X, Y = N(100, 5):30_____
Source bias____0.004______0.000______0.000
Bootstrap_____ 0.730______0.486______0.290
S____________0.112______0.002______0.000
B____________0.720______0.494______0.316

For this last example I report the means
______S = 0.003 and <B>0.012

Each line of results concerns 500 source samples and 2000 Boostraps/sample.

Well

_____Facta, non verba

or FACTS cannot be manipulated to fit a Theory (whatever it is). This is an intentionally free translation from Latin.

______licas (Luis A. Afonso)

REM "ratio3"
CLS
DIM x(102), y(102)
PRINT " w<1 "
pi = 4 * ATN(1)
mx = 100: sx = 5: my = 100: sy = 5
nx = 20: ny = 30
true = mx / my
sources = 500: boots = 2000: fails = 0
FOR sc = 1 TO sources
meanb = 0
RANDOMIZE TIMER
FOR ix = 1 TO nx: a = SQR(-2 * LOG(RND))
x(ix) = mx + sx * a * COS(2 * pi * RND)
aa = aa + x(ix) / nx
NEXT ix
FOR iy = 1 TO ny: a = SQR(-2 * LOG(RND))
y(iy) = my + sy * a * COS(2 * pi * RND)
bb = bb + y(iy) / ny
NEXT iy
src = aa / bb: dsource = ABS(src - true)
IF dsource > .005 THEN odd = odd + 1
IF dsource > .01 THEN odd1 = odd1 + 1
IF dsource > .015 THEN odd2 = odd2 + 1
FOR i = 1 TO boots
sumx = 0
FOR iix = 1 TO nx: g = INT(RND * nx) + 1
sumx = sumx + x(g) / nx: NEXT iix
sumy = 0
FOR iiy = 1 TO ny: g = INT(RND * ny) + 1
sumy = sumy + y(g) / ny: NEXT iiy
meanb = meanb + sumx / sumy
NEXT i
b = meanb / boots: db = ABS(b - true)
SUMDB = SUMDB + db
IF db > .005 THEN yes = yes + 1
IF db > .01 THEN yes1 = yes1 + 1
IF db > .015 THEN yes2 = yes2 + 1
sumsource = sumsource + dsource
w = dsource / db
IF w < 1 THEN fails = fails + 1
LOCATE 5, 50
PRINT USING "###### #.###"; sources - sc; fails / sc
NEXT sc
PRINT " MEAN OF BOOTSTRAP BIAS ";
PRINT USING "#.### "; SUMDB / sources
PRINT " MEAN OF SOURCE BIAS ";
PRINT USING "#.### "; sumsource / sources
PRINT " DSOURCE > 0.005 , > 0.010 , > 0.015 ";
PRINT USING "#.### ";
odd / sources; odd1 / sources; odd2 / sources
PRINT " Dboots > 0.005 , > 0.010 , > 0.015 ";
PRINT USING "#.### ";
yes / sources; yes1 / sources; yes2 / sources
END
.



Relevant Pages

  • Re: How efficient is Bootstrap on Exponential Samples?
    ... Your reading comprehension still sucks - you probably can't help that. ... As I had shown that, generally speaking, there are definite bias between the true value and the expected value derived from the Bootstrap set I conclude that Richard does not have the slightest idea what is saying. ... since Licas can quote it *and* ...
    (sci.stat.math)
  • Re: The illusion of the bootstrap technique
    ... question *** Can I just clarify - are you saying that a single bootstrap replicate data set can be far from the "true" value, or are you saying that the mean of all of the bootstrappe datasets ... You haven't even proven bias. ... So, there is little, if any, evidence of bias in the bootstrap: there is more evidence of bias in your sampling. ... Incidentally, when running simulations, you should be using much larger sample sizes. ...
    (sci.stat.math)
  • Re: I need a low-noise guitar pick-up preamp...
    ... Ok, bootstrap the bias then. ... ** Bootstrapping increases the impedance as seen by the source, ... Just up the bias resistor values to say 2.2 Mohm - the FET will not ...
    (sci.electronics.design)