{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Homework 6.3: Bootstrapping theory with... bootstrapping! (15 pts)\n", "\n", "
" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Say we have a data set with $n$ unique measurements. \n", "\n", "\n", "**a)** Show that on average a fraction of $(1 - 1/n)^n$ of the measurements do not appear in a bootstrap sample. Note that for large $n$, this is approximately $1/\\mathrm{e} \\approx 1/2.7$, since $\\lim_{n\\to\\infty}(1 - 1/n)^n = 1/\\mathrm{e}$. This part of the problem is optional and not graded.\n", "\n", "**b)** Use a bootstrapping approach to demonstrate that this is indeed true. Hint: Think about a convenient \"data set\" to use for drawing samples. This is kind of fun; you're investigating some theory behind bootstrapping with bootstrapping!" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "
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