CLASS LOG FOR NOVEMBER 13, 2017 IN-CLASS DEMONSTRATION ON BOOTSTRAP CONFIDENCE INTRVALS ======================================================================================= > library(MASS) > set.seed(2222) > xvec = rpois(80, 2.3) lam.hat = mean(xvec) > CI0 = lam.hat + 1.96*c(-1,1)*sqrt(lam.hat/80) CI0 [1] 2.095376 2.779624 > lam.hat [1] 2.4375 > NPBarr = array( xvec[ sample(1:80, 80*1000, replace=T) ], c(1000,80)) Batch.meanNPB = apply(NPBarr,1, mean) > BootQ1 = quantile(Batch.meanNPB - lam.hat, prob=c(.025, .975)) BootQ1 2.5% 97.5% -0.3125000 0.3378125 > CI1 = lam.hat - BootQ1[c(2,1)] CI1 97.5% 2.5% 2.099688 2.750000 > BootQ2 = quantile((Batch.meanNPB - lam.hat)/sqrt(Batch.meanNPB/80), prob=c(.025, .975)) BootQ2 2.5% 97.5% -1.917412 1.813694 > CI2 = lam.hat - sqrt(lam.hat/80)*BootQ2[c(2,1)] CI2 97.5% 2.5% 2.120914 2.772190 > PBarr = array( rpois(80*1000, lam.hat), c(1000,80)) Batch.meanPB = apply(PBarr,1,mean) > BootQ4 = quantile(Batch.meanPB-lam.hat, prob=c(.025,.975)) CI3 = lam.hat-BootQ4[c(2,1)] CI3 97.5% 2.5% 2.074688 2.750000 ### ====================================== > hist(galaxies, nclass=15, prob=T) > lines(density(galaxies), lty=3, col="red")