Physical Sciences and Mathematics Commons^™

Inferences About The Population Mean: Empirical Likelihood Versus Bootstrap-T, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

The problem of making inferences about the population mean, μ, is considered. Known theoretical results suggest that a Bartlett corrected empirical likelihood method is preferable to two basic bootstrap techniques: a symmetric two-sided bootstrap-t and an equal-tailed bootstrap-t. However, simulations in this study indicate that, when the sample size is small, these two bootstrap methods are generally better in terms of Type I errors and probability coverage. As the sample size increases, situations are found where the Bartlett corrected empirical likelihood method performs better than the equal-tailed bootstrap-t, but the symmetric bootstrap-t gives the best results. None of the four …