bootstrap probability

We define [Graphics:../Images/index_gr_1459.gif] This is the bootstrap probability for y=η(0,v).  The z-value is [Graphics:../Images/index_gr_1460.gif]. This becomes z1[v,tau1]=-zc[0,{0,0,0,0},v,tau1]. For a general y=η(u,v) with u~=0, the expression changes only by the linear term in u and the difference is only [Graphics:../Images/index_gr_1461.gif]

[Graphics:../Images/index_gr_1462.gif]
[Graphics:../Images/index_gr_1463.gif]

The following w1=tau1 z1[v,tau1] is regarded as another w.

[Graphics:../Images/index_gr_1464.gif]
[Graphics:../Images/index_gr_1465.gif]

Here we obtain the coefficients cc for w1. The scale tau1 is specified instead of tau.

[Graphics:../Images/index_gr_1466.gif]
[Graphics:../Images/index_gr_1467.gif]
[Graphics:../Images/index_gr_1468.gif]
[Graphics:../Images/index_gr_1469.gif]

The distribution function of w1 under v0 and scale tau is  [Graphics:../Images/index_gr_1470.gif].

[Graphics:../Images/index_gr_1471.gif]
[Graphics:../Images/index_gr_1472.gif]

We can use the function zq2cc to obtain ccw1 directly from w1[v].

[Graphics:../Images/index_gr_1473.gif]
[Graphics:../Images/index_gr_1474.gif]

We can do the same as above in another way though zq.

[Graphics:../Images/index_gr_1475.gif]
[Graphics:../Images/index_gr_1476.gif]
[Graphics:../Images/index_gr_1477.gif]
[Graphics:../Images/index_gr_1478.gif]

The usual bootstrap probability is defined from  [Graphics:../Images/index_gr_1479.gif] with tau=1. We denote it as [Graphics:../Images/index_gr_1480.gif]. The corresponding z-value is denoted by [Graphics:../Images/index_gr_1481.gif]

[Graphics:../Images/index_gr_1482.gif]
[Graphics:../Images/index_gr_1483.gif]

The distribution function of [Graphics:../Images/index_gr_1484.gif] is denoted by [Graphics:../Images/index_gr_1485.gif].

[Graphics:../Images/index_gr_1486.gif]
[Graphics:../Images/index_gr_1487.gif]

Under v0=0, zfz0 becomes

[Graphics:../Images/index_gr_1488.gif]
[Graphics:../Images/index_gr_1489.gif]


Converted by Mathematica      July 21, 2003