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--- kb:estimator_distribution [2022-02-12 20:56] – created jaeyoung
+++ kb:estimator_distribution [2024-04-30 04:03] (current) – external edit 127.0.0.1
@@ Line 19: / Line 19: @@
 ===== General bootstrap =====
-  - Ordered List Item
+General bootstrap does not involve estimating the parameters and instead takes samples of size $n$ with replacement from a sample of size $n$.
+  - Calculate the estimated parameters $\hat{\theta}$ from the data.
+  - Draw $n$ samples from the data (size $n$) **with replacement**. Use the samples to calculate estimated parameters $\hat{\theta}$. Repeat many times to create an empirical distribution $\hat{\mathbb{Q}}$.
+  - Calculate the bias and standard deviation of $\hat{\mathbb{Q}}$.