Bootstrap Confidence Intervals

We describe how to build confidence intervals via the bootstrap, explaining why the approach works for Gaussian estimators and also for estimators that are Gaussian after a monotonic transformation. We apply the approach to obtain confidence intervals for the correlation coefficient, and show that they outperform traditional Gaussian confidence intervals.

Photo by Rostyslav Savchyn on Unsplash

[matjazmuc-]

Thanks! The bootstrap percentile confidence interval part was a bit hard to follow, however I think I got the idea after watching it a second time. I think it might be easier to understand if the derivation was hand-written (and thus presented at a slower pace) :)

[andresilva]

Hey! Loving the videos! Helped me understand better a lot of fundamental stuff. Do you by any means have a exercise worksheet available in order to practice what you have been teaching available to the general public? Thanks again for making this content public!