The Jackknife: A cost-efficient alternative to bootstrap variance estimation

• Main Author: Obligacion, Glenn Michael P.
• Format: text
• Language: English
• Published: Animo Repository 2008
• Subjects: Estimation theory; Jackknife (Statistics); Bootstrap (Statistics); Resampling (Statistics); Physical Sciences and Mathematics
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/2308
• Institution: De La Salle University

This thesis presents the Jackknife Variance Estimator as a cost efficient alternative to the Bootstrap Variance Estimator. The Jackknife and the Bootstrap are both Resampling methodologies. This mean that they can provide a variance estimate to estimation problems, even when complexities in the sampling design and the estimator form would make it difficult or impossible for conventional method to do so. The researcher provided the compilation of properties and a select history of the Jackknife, from numerous sources. Also, the researcher provided a comparison between the Jackknife Variance and the Bootstrap Variance estimator, under a simple random experiment in the estimation of the sample median.