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On the PERFORMANCE of JACKKNIFE VARIANCE Amstat
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What is the jackknife estimator formula?
The jackknife method of estimation is based on the n jackknife samples x(i) (i = 1,2,...,n). ̂θ(i) = g(x(i)) (2) 40 Page 4 • For example, consider the following example from Manly (2007) summarized in Table 3.2. The goal is to estimate the population standard deviation. -
What is the jackknife estimator of bias?
The jackknife was originally developed by Quenouille as a nonparametric way to estimate and reduce the bias of an estimator of a population parameter. The bias of an estimator is defined as the difference between the expected value of this estimator and the true value of the population parameter. -
What is the jackknife standard error?
The jackknife method is one way to estimate the standard error of a statistic. Some simple statistics have explicit formulas for the standard error, but the formulas often assume normality of the data or a very large sample size. -
What is the jackknife method?
The jackknife method is a popular resampling method that provides estimates of the bias and a standard error of an estimate by recomputing the estimate from subsamples of the available sample. -
What is the jackknife estimate of standard error?
The jackknife method estimates the standard error (and bias) of statistics without making any parametric assumptions about the population that generated the data. It uses only the sample data. You then compute n jackknife replicates. A jackknife replicate is the statistic of interest computed on a jackknife sample. -
What is the jackknife estimate formula?
The jackknife estimator of ˆse(^θ) s e ^ ( θ ^ ) is the scaled standard deviation of {^θ−t}Tt=1 { θ ^ − t } t = 1 T : ˆsejack(^θ)= ⎷T−1TT∑t=1(^θ−t−¯θ)2,(8.10) where ¯θ=T−1∑Tt=1^θ−t θ ¯ = T − 1 ∑ t = 1 T θ ^ − t is the sample mean of {^θ−t}Tt=1 { θ ^ − t } t = 1 T . -
What is Jackknife resampling in statistics?
Jackknife sampling is another type of resampling technique that is used to estimate parameter values and corresponding standard deviations similar to bootstrapping. -
What is the jackknife test in statistics?
The jackknife procedure consists of creating a number of subsets with n − 1 samples, by iteratively removing one sample from the complete set, calculating slope and intercept for each subset and then determining the mean differences for slope and intercept between the full and censored subsets.
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