[R] [OT?] Question on bootstrapping
Matthias Gondan
matthias-gondan at gmx.de
Sat Feb 2 18:02:35 CET 2008
Dear list,
This is off-topic, but perhaps there is an expert out there who can help
me in
a bootstrapping test.
I have two samples A, B from, say, a normal distribution. A third sample R
is the vector of pairwise minima of the same random variables:
A = rnorm(100)
B = rnorm(100)
A2 = rnorm(100)
B2 = rnorm(100)
R = pmin(A2, B2)
For some purposes, I want to do some bootstrapping. From A and B, this
should not be a problem:
sa = sample(A, replace=T)
sb = sample(B, replace=T)
But for the minima distribution, I have the "feeling" (sorry) that the
bootstrapped
values are systematically too high:
a2 = sample(A, replace=T)
b2 = sample(B, replace=T)
sr = pmin(a2, b2)
Can anybody give me a hint whether my feeling is correct, and perhaps
indicate
some literature in which such issues are handled?
Best wishes,
Matthias
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