Question 3 Suppose that we estimate the distribution of - by the bootstrap distribution *-êÔ. Denote the a-percentile of ô* — ô by H−¹(a). Derive the interval for that results from inverting the relation ¯¹(a) ≤ Ô – 0 ≤ ¯¹(1 - a)

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Question 3
Suppose that we estimate the distribution of ô– 0 by the bootstrap distribution ô" – Ô. Denote
the a-percentile of ĝ* – ô by H¯(a). Derive the interval for 0 that results from inverting the
relation
Ĥ"(a) < Ô – 0 < Ĥ¯(1 – a)
Transcribed Image Text:Question 3 Suppose that we estimate the distribution of ô– 0 by the bootstrap distribution ô" – Ô. Denote the a-percentile of ĝ* – ô by H¯(a). Derive the interval for 0 that results from inverting the relation Ĥ"(a) < Ô – 0 < Ĥ¯(1 – a)
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