ABSTRACT

Suppose that observations for a random sample are available. The question of interest is to estimate a statistic q of the underlying distribution. This statistic may be univariate such as mean, variance, median, mode, or bivariate such as correlation coefficient. If the underlying distribution is known, then we can apply developed theories to find a sampling distribution and to give a point estimate and confidence interval in the parametric setting. However, if nothing is known about the distribution, then nonparametric methods must be employed. We consider two relevant techniques: jackknife and bootstrap.