Confidence interval for the bootstrap P-value and sample size calculation of the bootstrap test

Authors: Li, Jialiang¹; Tai, Bee Choo²; Nott, David³

Source: Journal of Nonparametric Statistics, Volume 21, Number 5, July 2009 , pp. 649-661(13)

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Abstract:

The use of the bootstrap test lends both elegance and simplicity to the analysis of complicated statistical problems. Such a numerical approach yields an estimated P-value as a binomial proportion. The purpose of this article is to recommend that confidence intervals for the bootstrap P-value be calculated routinely. In constructing these intervals, due consideration needs to be given to the P-values that may be close to or equal to zero. We consider three instructive examples and related methods for designing the bootstrap sample size.

Keywords: bootstrap test; binomial confidence interval; nonparametric regression; P-value; sample size calculation; simulation variance

Document Type: Research article

DOI: http://dx.doi.org/10.1080/10485250902770035

Affiliations: 1: Department of Statistics and Applied Probability, National University of Singapore, Singapore 2: Department of Community, Occupational & Family Medicine, National University of Singapore, Singapore 3: Department of Statistics & Applied Probability, National University of Singapore, Singapore

Publication date: 2009-07-01