Stixbox Function

ciboot - Various bootstrap confidence intervals

Calling Sequence

ci = ciboot(x,'T',method,C,B)

Description

Compute a bootstrap confidence interval for T(X) with level C. Default for C is 0.90. Number of resamples is B, with default that is different for different methods. The method is

  • 1 : Normal approximation (std is bootstrap).
  • 2 : Simple bootstrap principle (bad, don't use).
  • 3 : Studentized, std is computed via jackknife (If T is 'mean' this done the fast way via the routine TEST1B).
  • 4 : Studentized, std is 30 samples' bootstrap.
  • 5 : Efron's percentile method.
  • 6 : Efron's percentile method with bias correction (BC).
  • Default method is 5. Often T(X) is a number but it may also be a vector or a even a matrix. Every row of the result ci is of the form

           [LeftLimit, PointEstimate, RightLimit]
       

    and the corresponding element of T(X) is found by noting that t = T(X); t = t(:); is used in the routine.

    Examples

    X = rand(13,2), C = cov(X), ci = ciboot(X,'cov')
     

    See Also