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Bootstrap Confidence Intervals for Ratios of Expectations ∗ Denis Choquet †
| Content Provider | Semantic Scholar |
|---|---|
| Author | L'Ecuyer, Pierre Léger, Christian |
| Copyright Year | 1998 |
| Abstract | We are concerned with computing a confidence interval for the ratio E[Y ]/E[X], where (X,Y ) is a pair of random variables. This ratio estimation problem arises for instance in regenerative simulation. As an alternative to confidence intervals based on asymptotic normality, we study and compare different variants of the bootstrap, for one-sided and two-sided intervals. We point out situations where these techniques provide confidence intervals with coverage much closer to the nominal value than the classical methods. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.crm.umontreal.ca/pub/Rapports/2500-2599/2560.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
