Statistics · Maths EE idea · Ambitious

Can resampling replace formulas?

A research question to start from

How well do bootstrap confidence intervals for a mean match the formula-based intervals, and when does the bootstrap fail?

A starting point, not your question: change the case, the comparison or the limit until it is yours. The research-question builder helps you check it.

Why it works as a maths EE

A modern method examined critically, with clear measures of success.

Mathematics you would need

  • Sampling distributions
  • Confidence intervals
  • Resampling with replacement
  • Coverage probability

Much of this goes beyond the DP course. That is expected in a maths EE, but you must understand and explain everything you use.

One possible line of attack

  1. Explain the bootstrap idea mathematically.
  2. Compare coverage of bootstrap and t-intervals by simulation.
  3. Find and explain a failure case (for example the maximum).

Scope and difficulty

Ambitious. Ambitious; mostly simulation-based, so the explanation must be strong.

Pitfalls

  • Code as the main content.
  • No definition of coverage.

Where to start reading

Search a library catalogue or a university's open lecture notes for: bootstrap confidence interval coverage; bootstrap failure maximum. Prefer textbooks, lecture notes and journal articles to a single website, and cite everything you use (how to reference a maths EE).

Make it your EE

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