The_example_of_bootstrap_method

bootstrap统计方法的excel应用,里面可以用F9动态演示bootstrap统计方法,本例用bootstrap估计了均值

Bootstrap sampling

Original sample 81 32 49 54 44 74 98 42 54 51 69 49 43 5 1 5 35 55 4 20 25 34 31 65 46 92 2 4 41 38 Bootstrap samples 41 5 31 2 2 1 51 92 46 55 34 74 98 20 81 81 55 49 98 5 81 49 55 34 74 98 25 92 35 41 55 38 65 2 49 2 31 54 31 2 5 25 42 69 44 42 98 4 32 4 38 65 32 54 35 54 49 49 41 44 38 49 1 98 49 25 38 54 5 98 46 5 55 74 92 1 44 5 65 54 5 5 38 49 32 54 5 31 54 55 69 65 31 31 43 4 92 54 51 32 4 34 4 43 51 65 65 81 51 1 41 41 31 49 98 49 51 43 1 2 20 49 4 20 92 54 25 1 69 5 31 31 38 5 31 41 41 46 4 81 41 98 49 25 31 25 34 1 2 54 43 54 42 2 34 44 25 38 81 49 46 43 42 34 34 20 31 31 2 41 54 20 69 35 20 38 44 46 49 51 51 43 42 49 1 4 5 92 92 5 81 81 42 49 54 31 42 51 65 20 98 69 46 4 46 25 4 49 5 42 42 54 49 44 74 65 49 74 4 81 46 1 74 81 20 5 35 65 1 43 20 32 34 2 69 5 54 1 5 2 54 81 20 4 4 42 54 74 54 46 42 98 46 81 35 54 65 54 98 54 43 98 55 32 1 92 42 65 20 35 2 43 31 2 31 1 54 49 5 32 5 69 44 4 43 54 5 44 49 55 5 43 74 92 44 55 5 20 41 46 44 98 54 31 49 54 49 81 44 55 46 35 25 43 55 46 4 41 4 31 81 46 92 46 81 35 31 38 44 42 5 4 92 31 2 74 74 46 4 5 98 44 5 54 31 98 20 54 44 65 35 5 42 49 4 65 25 51 54 55 42 51 41 42 51 74 81 20 46 44 5 74 51 54 54 44 34 81 44 32 54 74 32 35 42 2 34 69 49 92 1 5 5 38 38 38 54 41 65 43 42 4 5 54 5 32 54 20 44 35 54 25 55 31 46 81 25 65 46 20 69 1 31 5 43 74 54 55 4 43

mean 均值 median 数据样本比重 IQR 样本变异量 std_deviation 标准误差不是测量值的实际误差，也不是误差范围，它只是对一组测量数据可靠性的估计。标准误差小，测量的可靠性大一些，反之 Bootstrap statistics mean median IQR 33.90 31.50 38.25 51.50 51.00 7.75 56.30 54.50 43.50 44.70 46.50 56.75 42.30 43.50 23.00 47.50 42.00 46.00 47.80 50.00 14.75 23.90 25.50 37.50 39.50 43.50 22.75 39.80 38.00 41.50 39.10 38.00 19.25 47.50 47.50 10.25 41.20 46.50 40.25 36.50 35.00 13.50 51.10 43.50 35.00 34.60 43.50 48.25 35.30 35.00 41.25 41.30 45.50 22.25 44.70 47.00 30.50 45.00 43.00 32.75 39.50 38.50 15.75 47.00 58.00 50.50 40.50 38.00 15.25 39.30 42.00 38.75 32.20 27.00 21.00 36.40 35.50 44.00 33.50 31.50 7.00 33.30 41.00 40.50 49.90 41.50 32.75 17.50 5.00 27.75 44.40 42.50 13.00 29.40 31.50 38.50 44.70 42.50 10.00 40.00 41.50 20.50 35.60 33.00 25.50 49.20 45.00 11.00 36.60 44.50 36.25 52.00 68.00 87.00 51.50 47.50 31.75 36.90 37.00 26.50 48.00 46.00 40.25 38.00 45.50 44.00 45.30 43.00 17.75 50.10 51.50 37.75 44.00 49.00 35.00 44.00 42.50 31.25 40.20 41.50 42.25 30.30 28.50 47.75 33.00 30.00 42.00 50.10 48.50 11.50 49.90 44.00 28.00 52.40 54.00 17.25 37.40 41.00 39.50 48.40 45.50 25.25 29.10 31.00 30.25 33.00 33.50 42.75 28.70 36.50 38.25 48.40 54.00 9.50 45.00 43.50 35.50 30.20 36.00 36.25 43.00 42.50 20.75 47.80 51.50 20.25 41.30 44.50 16.00 32.30 36.00 38.00 55.60 46.00 38.00 36.50 39.50 11.50 46.20 50.00 76.00 42.00 39.00 69.00 40.40 36.50 21.25 59.70 52.50 40.00 28.90 27.50 42.25 46.80 50.00 22.75 32.80 41.50 17.00 53.50 45.00 32.50 42.60 52.50 42.50 36.90 33.00 12.75 48.70

44.00 17.25 49.80 49.00 29.00 33.90 38.00 45.75 34.00 39.50 32.00 29.40 36.50 44.25 36.30 40.50 12.75 44.70 47.50 19.25 41.20 35.50 59.25 40.00 42.00 49.50 45.60 49.00 20.75 Mean frequency 0 1 15 78 85 21 1 0 0 0 计算公式 百分位数值法 probability Confidence interval of the mean bootstrap 0 total sample 201 0.00497512 alpha 0.05 0.07462687 confidence level 90 0.3880597 lower bound 29.1 0.42288557 upper bound 52.4 0.10447761 0.00497512 0 0 0

81 32 44 74 31 4 46 1 2 5 38 41 54 32 35 4 54 69 4 69 46 92 20 41 20 46 38 4 69 5 98 5 32 81 1 25 5 2 32 81 20 81 31 54 49 69 4 49 4 51 4 5 41 49 25 25 4 54 20 55 5 4 55 1 38 5 92 1 32 92 20 5 5 43 54 49 46 74 54 5 4 46 51 5 41 92

32 51 25 4 5 43 54 43 46 54 4 55 44 2 31 74 54 34 54 74 32 43 35 69 43 25 5 69 32 4 42 4 42 44 31 44 74 92 5 44 81 54 55 32 65 69 49 25 25 98 51 43 4 49 32 35 35 2 34 31 4 4 42 81 32 44 5 32 41 92 69 98 25 65 4 20 54 32 4 5 54 43 49 92 4 5

43 51 41 2 2 5 98 4 54 34 74 46 4 35 34 43 31 49 51 35 34 2 51 98 35 4 32 41 20 4 49 42 54 42 46 92 51 55 44 32 41 54 34 34 49 69 69 65 65 34 69 51 41 2 5 54 4 54 69 42 69 69 1 49 25 31 81 81 49 51 5 35 42 38 98 31 74 49 98 46 31 46 1 4 49 49

98 81 81 44 38 51 51 51 43 51 5 42 74 41 98 5 4 20 65 34 98 65 5 4 34 81 43 1 92 41 31 5 46 54 31 5 4 81 81 1 20 65 32 74 51 42 69 32 35 44 41 98 5 38 69 1 38 98 25 5 35 69 65 20 69 41 69 5 25 49 5 49 4 92 1 32 34 54 41 5 51 38 43 5 65 49

4 55 65 35 54 81 20 20 65 74 46 54 1 35 41 51 81 42 34 5 49 5 34 35 5 54 81 5 42 5 49 1 74 54 49 98 46 92 46 2 55 1 38 34 4 42 54 65 38 4 32 2 54 92 51 74 41 69 44 2 41 49 46 46 46 54 81 98 25 32 55 31 25 32 31 2 42 43 55 38 44 5 92 69 92 31

std_deviation 33.73 24.71 26.93 33.82 25.98 33.48 25.58 21.08 22.65 31.19 22.66 5.52 32.01 26.77 29.10 28.08 25.45 19.06 20.25 28.70 26.53 33.48 24.34 31.09 25.75 28.50 21.17 28.77 27.46 19.44 23.82 26.15 12.28 21.34 19.63 27.78 24.62 42.78 24.36 25.52 29.14 27.91 13.26 24.28 27.56 25.33 25.90 26.44 26.99 24.50 26.78 31.98 29.50 28.61 21.98 25.21 22.93 28.04 26.62 20.83 27.96 25.70 17.99 25.46 23.27 13.02 40.14 37.54 24.67 26.65 24.30 25.18 17.34 23.27 32.12 20.51 15.33 25.06 31.07 21.58 22.44 14.43 23.52 33.74 30.52 27.37

Bin 10 20 30 40 50 60 70 80 90 100

Probability0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0

Probability

10 20 30 40 50 60 70 80 90 100

Bootstrap sampling

mean均值

median数据样本比重IQR样本变异量std_deviat标准误差不是测量值的实际误差，也不是误差范围，它只是对一组测量数据可靠性的估计。标准误差小，测量的可Original sample

813249544474984254516949435153555420253431654692244138Bootstrap samples5154147432744347425311353455499892359234434449831435255465469242144249357451205531444454454313425313851552074983842345443198987425554434205922025656981814141531541513246551343874554983449354681342598651328154204932131926525555541694389227442745535443246322354681243342025313843524474499841443149209852541354443425542929274555532389255435549444951324444669383520327442815538355742551425141692324466946445496542469843985492924258169511444354341493446544969514698354192345174462544525441443531693298384298242462315454814625435984384914934744959255446815431344954745544165542355543433531274274694646984942544444655449413834543220436592321495143892653851698144646465141543851554322556949449256532696946343198251544655469131254814649559238544120495551923174149654381925443220355151315151314944246255313154454744142112031495481554311544232546931983844354495554499832444554369344246444220464969256524494254491426935420553565434941315413514925555655543145441545569314292545151341254553124634984254468143274209834499834745542434554951694974543225512098444451743541205449203453274984654324443546694313138555425695315198985532349825493231256931345354201414412543844174542014469425198256949315495154944554932544341982546445553452544449344443438982032445592433846149444454493451423534358142543249254325551385114204944819244922544692425565465693874241426569341494423881652092925546546532819849254551383454514351385455481493455554423151695512055748181357449345546324543581692092749843545425454342554816574544926549542551203492323581543454425149312546549253547446

323554465

Bootstrap statisticsmeanmedianIQRstd_deviation

40.2042.0056.5028.8345.5035.0021.7529.7941.0034.5017.2531.7043.0045.0016.0027.0034.1037.5045.2525.2441.3036.0022.2516.6957.1048.0057.0033.2325.0012.5032.2529.5842.1041.0056.5031.2037.7039.5017.2520.9146.1040.5019.5027.1543.3040.5039.2532.3340.1042.5052.5031.5241.1040.0054.0031.5335.3034.5013.2522.6523.7022.5030.0022.5246.0042.5022.5030.6941.4038.0016.2530.2154.8055.0010.5017.4141.2044.0012.5016.6245.6040.0036.5025.0027.2028.5037.5023.8151.0046.0016.5023.7060.9061.5044.2531.2236.0043.5014.2519.6956.6050.0022.2522.5434.3039.5019.0021.4441.6035.0051.5036.3340.5046.0022.0024.3440.1043.5036.7531.3550.0051.5017.0024.5741.9042.5018.5022.9942.2044.5031.2526.2054.0049.0010.0017.0636.5033.0018.7526.4734.4038.0046.2531.2540.2046.0038.7528.0133.2035.0040.5023.1351.8047.5035.5023.1033.8038.5043.2524.7248.0047.5016.0025.7947.1050.0027.0028.6537.8036.5028.0026.6733.5036.5021.7517.7933.3036.0040.2524.9538.0040.0031.2525.2146.5042.5020.5025.0248.3049.0011.5023.2635.6043.0022.5021.0736.0045.5043.5026.1541.7042.5018.5019.7328.8033.0031.0019.3143.2054.0021.2523.0433.6032.5038.7527.7433.0032.5048.0031.5053.6047.5046.7532.7147.6050.0012.7519.4849.1046.5018.2523.1238.3038.0027.0020.0346.5045.0019.2525.4538.1034.5028.2523.5257.1050.0054.7529.8228.6031.0012.2518.1827.3031.5037.0024.5535.9033.5042.7531.8840.7049.0016.2521.0148.7045.0011.2519.6127.5034.0039.0021.1049.4040.5017.2525.7041.4045.006.5015.2332.4033.0010.0022.0528.7031.5038.7520.3541.2044.0054.7532.8943.7044.0023.7524.5542.5043.0026.0026.2347.6050.0042.0032.0241.7043.5042.5032.9143.0050.0014.0023.1939.7046.5021.5021.2855.8055.0035.5021.5250.7050.0040.0028.3934.6029.5041.2529.3958.3059.5021.5023.9437.9033.0025.7529.3143.1049.0017.2517.5436.5035.0018.75

22.54

Mean

计算公式百分位数值法

Binfrequency

probabilityConfidence interval of the mean bootstrap

1000total sample2012000alpha0.05

30120.05970149confidence level9040760.37810945lower bound28.850830.41293532upper bound55.860270.134328367030.01492537

80009000100

bootstrap统计方法的excel应用,里面可以用F9动态演示bootstrap统计方法,本例用bootstrap估计了均值

4341214342693232463449344541696569316955745454655134543431542551984151544984420207449598655449744438543549424354525325435447420813574424431654234424954202038454565446259254555438929854748141413520384461544925469843818144383149449842465444481654334492432345444546985545461204435252043927431499231424312565744420246938384453269252554532545481544955120446494251514320204165353541384920543525464931551464354355433249695442081414813841169496992354438344343323419235441653849253541345453592926925192693474325384924643520445549820206592814985344951449881693246515142495358138555514496925420329844493431445412555928124955549244922315445443235545581545524134444632551151352054388135462042328192383225554435141249324169318141209855925531424958155204934655274699851538495451549224344983492444649169383454251545554949422432531451983443464354203831493159854462543132324946924931512745455435324255454259254638120924814453435926542198414241494354498192554315255143927414954353124349433481439844655138748165516941464949496592384456538292494254354255315438345382051465427449695383555443831515543892383244423855314231555384635354924125435444441424743855446534254934554441531427420498154420432117449512225146746569251413535112074389244325324929835464281325424944981748154941744418131813892925529851514449496551463254745449432544681435441465342574546554325198555549274202253141352043436520432342049463249815542545238553255532445198343144454574254292547441353842553174254954345574653142494954744242292544154492252042553546254238414941693241924269203242812417434464983165985552520551656524138813565557416938543844431258125545425315514546934444543825315353823238924949413220513543281815146464492928143449315169454382541748149451324355433435.1041.5011.0020.4241.0041.5030.5024.8254.4054.0010.7513.1439.1046.0043.2530.6252.7051.5045.7532.0039.2043.008.7520.5642.4039.5027.2523.8733.5034.5032.7524.8531.1029.0044.0023.7555.8054.0042.7530.6543.4041.0016.2522.8052.2047.5031.0028.5245.0044.009.2523.2044.3038.5029.7529.3626.805.0041.7532.7935.7028.0023.0028.5245.7043.0030.0025.7032.1035.0033.7524.7533.9028.5044.0026.1636.8047.5025.0020.5038.7039.507.5013.1436.2040.5021.7515.9237.9043.0015.0020.4042.5041.0039.5028.7646.4040.509.5019.2538.5036.5019.5026.8437.9034.5057.0035.6844.6043.5032.0028.8034.6027.5025.5028.0252.3050.0040.5032.7252.4050.0021.5025.8238.9043.5041.5027.7541.1039.0016.5024.6545.4049.0026.0029.0630.1031.5039.0028.3936.6038.0041.7526.1233.9039.5026.7519.3050.5040.0036.5024.7233.4036.5020.7518.2458.3055.0037.0026.1932.1032.5038.5024.5345.6050.0054.7532.9556.4052.5039.2530.0036.1041.0021.0021.9235.5042.5022.5019.3543.1043.0014.7524.4438.3037.0021.7527.4745.8047.5018.5024.7134.2033.5029.0019.7438.3029.0068.0037.7741.7038.0047.0034.6051.0049.0011.7523.4937.6037.0040.5030.3537.4043.0011.2522.4063.6065.0021.7518.2147.8047.507.2521.7235.4040.5048.5031.3032.8036.0025.0018.9136.8040.0035.7525.2140.5038.0020.5025.4537.5040.0012.2514.4041.3039.5010.2522.3730.1039.5038.5024.1729.3034.0043.5024.4038.0036.5032.7526.8325.0013.5045.5027.3232.1030.0058.5030.0834.2033.5033.7530.3742.2038.5016.2529.7039.8049.0063.5033.3744.7039.5068.5035.2855.6051.0013.5026.5643.2047.5018.5019.0844.9044.5016.2522.0156.0054.0010.7526.5733.4033.0021.2519.1936.0038.5025.2518.3130.1028.5045.0027.0939.8039.0018.0026.7649.6048.0032.5025.7535.7036.0020.7521.4753.5051.5018.7514.0941.7041.5030.2531.4341.4041.506.258.0752.0042.0034.7523.9549.3043.5040.0034.2233.4033.0045.2525.1246.1046.5032.2527.7636.0034.5026.5023.7032.1032.5039.2522.8729.8033.5011.5015.7540.5038.0017.0023.1861.8066.0035.0028.2939.6039.5018.7517.8946.6046.0017.7521.71

bootstrap统计方法的excel应用,里面可以用F9动态演示bootstrap统计方法,本例用bootstrap估计了均值

65 4 54 4 5 4 74 44 34 65 25 51 4 2 20 74 46 49 42 69

5 49 4 69 69 69 46 31 38 2 43 5 4 38 54 41 69 31 69 54

55 98 1 42 32 34 81 41 31 65 38 69 34 54 2 5 42 55 54 54

41 54 1 74 32 38 54 42 49 54 69 25 69 98 41 42 46 54 46 49

92 54 34 55 74 4 44 4 5 65 49 4 43 44 43 42 74 4 69 20

4 41 55 43 54 55 4 25 1 25 34 44 49 98 32 25 4 92 20 98

46 25 5 51 81 69 34 43 55 4 5 69 54 42 98 5 2 65 2 4

5 20 31 92 5 74 51 44 4 46 35 1 31 51 31 31 4 20 31 55

54 41 46 44 81 69 5 41 54 38 49 74 31 69 32 32 35 31 35 35

55 25 34 20 38 54 2 43 49 5 43 4 51 81 43 35 65 55 41 38

42.20 41.10 26.50 49.40 47.10 47.00 39.50 35.80 32.00 36.90 39.00 34.60 37.00 57.70 39.60 33.20 38.70 45.60 40.90 47.60

50.00 41.00 32.50 47.50 46.00 54.50 45.00 41.50 36.00 42.00 40.50 34.50 38.50 52.50 36.50 33.50 44.00 51.50 41.50 51.50

41.00 27.75 38.75 23.25 40.75 34.00 41.00 9.50 37.50 52.25 13.25 60.25 19.50 35.50 11.75 15.25 48.50 24.00 20.00 19.00

29.27 25.76 21.99 25.58 29.12 26.34 28.29 12.83 21.36 26.26 16.75 30.27 20.94 29.63 25.01 19.85 27.37 24.95 20.71 25.93

49554454656955318149247449543454425469544920695438255495131499845154463225292454495498538499246388154424497449652565255494744949549254315454462342069983855426549201513534192985549515420424244353846311256592553149929246385142541742043444653135203556556925444449241528143544942494545206944625422049654444935545442492098514625516969

5513855431653492494298323155148149

bootstrap统计方法的excel应用,里面可以用F9动态演示bootstrap统计方法,本例用bootstrap估计了均值

量的可靠性大一些，反之，测量就不大可靠。

rval of the mean bootstrap

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