Monday, April 14, 2003

Bootstrap

Reading

Section 10.1.4

Homework

Problem: Let $X_1,\dots,X_n$ be $i.i.d.$ Poisson$(\lambda)$ and let $W = e^{-\overline{X}}$. Find the parametric bootstrap variance Var$^*(W)$ and show that Var$^*(W)/$Var$(W) \overset{P}{\rightarrow} 1$ as $n \rightarrow \infty$.

Due Friday, April 18, 2003.