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 Resampling (statistics) ： ウィキペディア英語版
Resampling (statistics)

In statistics, resampling is any of a variety of methods for doing one of the following:
# Estimating the precision of sample statistics (medians, variances, percentiles) by using subsets of available data (jackknifing) or drawing randomly with replacement from a set of data points (bootstrapping)
# Exchanging labels on data points when performing significance tests (permutation tests, also called exact tests, randomization tests, or re-randomization tests)
# Validating models by using random subsets (bootstrapping, cross validation)
Common resampling techniques include bootstrapping, jackknifing and permutation tests.
==Bootstrap==
(詳細はsampling distribution of an estimator by sampling with replacement from the original sample, most often with the purpose of deriving robust estimates of standard errors and confidence intervals of a population parameter like a mean, median, proportion, odds ratio, correlation coefficient or regression coefficient. It may also be used for constructing hypothesis tests. It is often used as a robust alternative to inference based on parametric assumptions when those assumptions are in doubt, or where parametric inference is impossible or requires very complicated formulas for the calculation of standard errors. Bootstrapping techniques are also used in the updating-selection transitions of particle filters, genetic type algorithms and related Resample/Reconfiguration Monte Carlo methods used in computational physics and molecular chemistry. . In this context, the bootstrap is used to replace sequentially empirical weighted probability measures by empirical measures. The bootstrap allows to replace the samples with low weights by copies of the samples with high weights.

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