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  • STAT6180 2014 Assignment 4A

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    Paul Gokool
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    The kurtosis of a distribution is defined as the expected value of (X - μ)^4 divided by the square of the expected value of (X - μ)^2, where μ is the mean. Using a random sample of 10 values and a seed of 100, find the bootstrap estimate of the kurtosis of the distribution as well as the standard error of the bootstrap estimate. Additionally, find the jackknife estimate of the standard error.

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    Solution to assignment 4 Stat 6180

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    The kurtosis of a distribution is defined as the expected value of (X - μ)^4 divided by the square of the expected value of (X - μ)^2, where μ is the mean. Using a random sample of 10 values and a seed of 100, find the bootstrap estimate of the kurtosis of the distribution as well as the standard error of the bootstrap estimate. Additionally, find the jackknife estimate of the standard error.

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    4 views1 page

    STAT6180 2014 Assignment 4A

    Uploaded by

    Paul Gokool
    The kurtosis of a distribution is defined as the expected value of (X - μ)^4 divided by the square of the expected value of (X - μ)^2, where μ is the mean. Using a random sample of 10 values and a seed of 100, find the bootstrap estimate of the kurtosis of the distribution as well as the standard error of the bootstrap estimate. Additionally, find the jackknife estimate of the standard error.

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    Assignment 4

    STAT 6180

    The kurtosis of a distribution F with random


    E ( X )4

    variable X is defined as ( E ( X ) )

    2 2

    where

    is the mean of X.

    Find a natural point estimate for the kurtosis and


    using a seed of 100, find a boostrap estimate of
    the kurtosis of F if the following values ( which may
    be assumed to be a random sample) came from F:
    0.09648276
    0.19378159
    0.23209301
    0.14192435
    0.14805964
    0.28045793
    0.28742576
    0.13681376
    0.21578539
    0.24786584
    Also, find the standard error of the bootstrap.
    Also (if possible) find the jackknife estimate of the
    standard error.

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