two-level bootstrap

The ABC conversion formula of Efron (1987) and DiCiccio and Efron (1992) is

[Graphics:../Images/index_gr_1495.gif]

The acceleration constant "ac" is

[Graphics:../Images/index_gr_1496.gif]

The z-value of the bootstrap probability around the projection is

[Graphics:../Images/index_gr_1497.gif]
[Graphics:../Images/index_gr_1498.gif]

Thus the ABC formula, denoted za[v] here, becomes

[Graphics:../Images/index_gr_1499.gif]
[Graphics:../Images/index_gr_1500.gif]

The coefficients [Graphics:../Images/index_gr_1501.gif]'s are obtained by

[Graphics:../Images/index_gr_1502.gif]
[Graphics:../Images/index_gr_1503.gif]

The distribution function of za[v]  under tau=1 is Pr{za[V]<=w;v0,1}=Φ[zfzq[w,qqza,v0,1]]

[Graphics:../Images/index_gr_1504.gif]
[Graphics:../Images/index_gr_1505.gif]

Under v0=0, tau=1, it becomes

[Graphics:../Images/index_gr_1506.gif]
[Graphics:../Images/index_gr_1507.gif]


Converted by Mathematica      July 21, 2003