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If we wish to obtain a​ 95% confidence interval of a parameter using the bootstrap​ method, we determine the​ _______ percentile and the​ _______ percentile of the resampled distribution.

User Curley
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5 votes

Answer:

2.5th percentile and the 97.5th percentile.

Explanation:

We have that to find our
\alpha level, that is the subtraction of 1 by the confidence interval divided by 2. So:


\alpha = (1-0.95)/(2) = 0.025

So we obtain the 0.025*100 = 2.5th percentile and the (1-0.025)*100 = 97.5th percentile.

So the answer is:

2.5th percentile and the 97.5th percentile.

User Pavel Pavlov
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