Section 3.

Constructing Bootstrap
Confidence Intervals

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 Outline
Bootstrap samples

Bootstrap distribution

Standard error from bootstrap distribution

95% confidence interval using SE from

bootstrap distribution

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 Confidence Intervals
Confidence Interval

Sample statistic ± ME
Population

Sample

Sample
...
Sample Margin of Error (ME)
Sample Sample (95% CI: ME = 2×SE)

Sampling Distribution
Calculate statistic
for each sample Standard Error (SE):
standard deviation of
sampling distribution

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 Summary
• To create a plausible range of values for a
parameter:
o Take many random samples from the population,
and compute the sample statistic for each sample
o Compute the standard error as the standard
deviation of all these statistics
o Use statistic  2SE

• One small problem…

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 Reality

… WE ONLY HAVE ONE SAMPLE!!!!

• How do we know how much sample
statistics vary, if we only have one
sample?!?

BOOTSTRAP!
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 ONE Reese’s Pieces Sample

Sample: 52/100 orange

pˆ  0.52

Where might the “true” p be?

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 “Population”
• Imagine the “population” is many, many
copies of the original sample

• (What do you have to assume?)

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 Reese’s Pieces “Population”

Sample repeatedly from

this “population”

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 Sampling with Replacement
• To simulate a sampling distribution, we can just
take repeated random samples from this
“population” made up of many copies of the
sample
• In practice, we can’t actually make infinite copies
of the sample…
• … but we can do this by sampling with
replacement from the sample we have (each unit
can be selected more than once)
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 Suppose we have a random sample
of 6 people:

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Original
Sample

A simulated “population” to sample from

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 Bootstrap Sample: Sample with
replacement from the original sample, using
the same sample size.

Original Bootstrap Sample

Sample
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 Reese’s Pieces
• How would you take a bootstrap sample from
your sample of Reese’s Pieces?

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 Bootstrap Sample
Your original sample has data values

18, 19, 19, 20, 21

Is the following a possible bootstrap sample?

18, 19, 20, 21, 22

NO. 22 is not a value from

the original sample

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 Bootstrap Sample
Your original sample has data values

18, 19, 19, 20, 21

Is the following a possible bootstrap sample?

18, 19, 20, 21

NO. Bootstrap samples must be the

same size as the original sample

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 Bootstrap Sample
Your original sample has data values

18, 19, 19, 20, 21

Is the following a possible bootstrap sample?

18, 18, 19, 20, 21

YES. Same size, could be gotten
by sampling with replacement

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 Bootstrap
A bootstrap sample is a random sample taken
with replacement from the original sample, of
the same size as the original sample

A bootstrap statistic is the statistic computed

on a bootstrap sample

A bootstrap distribution is the distribution of

many bootstrap statistics

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 Bootstrap Bootstrap
Sample Statistic

Bootstrap Bootstrap
Sample Statistic
Original Bootstrap
Sample . . Distribution
. .
Sample . .
Statistic
Bootstrap Bootstrap
Sample Statistic
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 Bootstrap Distribution
lock5stat.com/statkey/

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 Why “bootstrap”?

“Pull yourself up by your bootstraps”

• Lift yourself in the air simply by pulling up on
the laces of your boots
• Metaphor for accomplishing an “impossible”
task without any outside help
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 Sampling Distribution

Population
BUT, in practice we
don’t see the “tree” or
all of the “seeds” – we
only have ONE seed

µ
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 Bootstrap Distribution
What can we
do with just Bootstrap  
Estimate the
one seed? “Population” distribution
and variability
Grow a (SE) of ’s from
NEW tree! the bootstraps

 
µ
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 Golden Rule of Bootstrapping

Bootstrap statistics are to the

original sample statistic
as
the original sample statistic is to
the population parameter

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 Center
•The sampling distribution is centered around
the population parameter
• The bootstrap distribution is centered
around the sample statistic

•Luckily, we don’t care about the center… we

care about the variability!
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 Standard Error
•The variability of the bootstrap statistics is
similar to the variability of the sample
statistics

• The standard error of a statistic can be

estimated using the standard deviation of
the bootstrap distribution!

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 Confidence Intervals
Confidence Interval
Bootstrap statistic ± ME
Sample Sample

Bootstrap
Sample

Bootstrap
Sample
Margin of Error (ME)
Bootstrap ... Bootstrap
Sample (95% CI: ME = 2×SE)
Sample
Bootstrap Distribution
Calculate statistic
for each bootstrap Standard Error (SE):
sample standard deviation of
bootstrap distribution

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 What about Other Parameters?
 
Estimate the standard error and/or a
confidence interval for...
• proportion ()
• difference in means ()
• difference in proportions ()
• standard deviation ()
• correlation ()
• ... Generate samples with replacement
Calculate sample statistic
Repeat...
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 The Magic of Bootstrapping
• We can use bootstrapping to assess the
uncertainty surrounding ANY sample
statistic!

• If we have sample data, we can use

bootstrapping to create a 95% confidence
interval for any parameter!

(well, almost…)

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 Used Mustangs
What’s the average price of a used Mustang car?

Select a random sample of n = 25 Mustangs

from a website (autotrader.com) and record the
price (in $1,000’s) for each car.

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Sample of Mustangs:
MustangPrice Dot Plot

0 5 10 15 20 25 30 35 40 45
Price

Our best estimate for the

average price of used
Mustangs is $15,980, but how
accurate is that estimate?

BOOTSTRAP!
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 Original Sample 1. Bootstrap Sample

2. Calculate
mean price
of bootstrap
sample

3. Repeat
many times!

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 Used Mustangs

Standard
Error

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 Used Mustangs
 
95% CI:

$15,980
($11,624, $20,336)

We are 95% confident that the average price of a

used Mustang on autotrader.com is between
$11,624 and $20,336
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 Atlanta Commutes
What’s the mean commute time for workers in
metropolitan Atlanta?

Data: The American Housing Survey (AHS) collected data

from Atlanta in 2004

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Random Sample of 500 Commutes
CommuteAtlanta Dot Plot

20 40 60 80 100 120 140 160 180

Time

Where might the “true” μ be?

WE CAN BOOTSTRAP TO FIND OUT!!!
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 Original Sample

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“Population” = many copies of sample

Sample from this

“population”

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 Atlanta Commutes

95% confidence interval for the average commute time for

29.11 ± 2 × 0.915 27.3 to 30.9
Atlantans:
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 Global Warming
What percentage of Americans believe in global warming?

A survey on 2,251 randomly selected individuals

conducted in October 2010 found that 1328 answered
“Yes” to the question

“Is there solid evidence of global warming?”

Give and interpret a 95% CI for the proportion of

Americans who believe there is solid evidence of global
warming.
Source: “Wide Partisan Divide Over Global Warming”, Pew Research Center, 10/27/10.
http://pewresearch.org/pubs/1780/poll-global-warming-scientists-energy-policies-offshore-drilling-tea-party

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 Global Warming
www.lock5stat.com/statkey

0.59  2(0.01)
= (0.57, 0.61)
We are 95% sure that the
true percentage of all
Americans that believe
there is solid evidence of
global warming is between
57% and 61%
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 Global Warming
Does belief in global warming differ by political party?

“Is there solid evidence of global warming?”

The sample proportion answering “yes” was 79% among

Democrats and 38% among Republicans.
(exact numbers for each party not given, but assume n=1000 for each group)

Give a 95% CI for the difference in proportions.

Source: “Wide Partisan Divide Over Global Warming”, Pew Research Center, 10/27/10.
http://pewresearch.org/pubs/1780/poll-global-warming-scientists-energy-policies-offshore-drilling-tea-party
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 Global Warming
www.lock5stat.com/statkey
0.41  2(0.02)
= (0.37, 0.45)

We are 95% sure that the

difference in the proportion of
Democrats and Republicans
who believe in global warming
is between 0.37 and 0.45.
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 Global Warming
Based on the data just analyzed, can you
conclude with 95% certainty that the
proportion of people believing in global
warming differs by political party?

Yes. We are 95% confident

that the difference is
between 0.37 and 0.45, and
this interval does not
include 0 (no difference)

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 Summary
To
   generate a bootstrap distribution, we
 Generate bootstrap samples by sampling with
replacement form the original sample, using the same
sample size
 Compute the statistic of interest, a bootstrap statistic, for
each of the bootstrap samples
 Collectthe statistics for many bootstrap samples to form
a bootstrap distribution
If the bootstrap distribution is symmetric and bell-
shaped, a 95% CI can be estimated by , where SE can be
estimated as the standard deviation of a bootstrap
distribution
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