Re-sampling methods

(A.1) |

We can compute the sample average , and then we can estimate the accuracy of using the standard deviation:

The trouble with this formula is that it does not, in any obvious way, extend to estimators other than . For this reason a generalized version of A.2 is introduced such that it reduces to the usual standard deviation when the chosen estimator is the average.

Claudio Attaccalite 2005-11-07