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  2. Bootstrapping (statistics) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(statistics)

    The bootstrap sample is taken from the original by using sampling with replacement (e.g. we might 'resample' 5 times from [1,2,3,4,5] and get [2,5,4,4,1]), so, assuming N is sufficiently large, for all practical purposes there is virtually zero probability that it will be identical to the original "real" sample. This process is repeated a large ...

  3. Resampling (statistics) - Wikipedia

    en.wikipedia.org/wiki/Resampling_(statistics)

    Subsampling is an alternative method for approximating the sampling distribution of an estimator. The two key differences to the bootstrap are: the resample size is smaller than the sample size and; resampling is done without replacement. The advantage of subsampling is that it is valid under much weaker conditions compared to the bootstrap.

  4. Oversampling and undersampling in data analysis - Wikipedia

    en.wikipedia.org/wiki/Oversampling_and_under...

    Suppose only 20% of software engineers are women, i.e., males are 4 times as frequent as females. If we were designing a survey to gather data, we would survey 4 times as many females as males, so that in the final sample, both genders will be represented equally. (See also Stratified Sampling.)

  5. Bootstrap aggregating - Wikipedia

    en.wikipedia.org/wiki/Bootstrap_aggregating

    The bootstrap dataset is made by randomly picking objects from the original dataset. Also, it must be the same size as the original dataset. However, the difference is that the bootstrap dataset can have duplicate objects. Here is a simple example to demonstrate how it works along with the illustration below:

  6. Jackknife resampling - Wikipedia

    en.wikipedia.org/wiki/Jackknife_resampling

    The jackknife pre-dates other common resampling methods such as the bootstrap. Given a sample of size n {\displaystyle n} , a jackknife estimator can be built by aggregating the parameter estimates from each subsample of size ( n − 1 ) {\displaystyle (n-1)} obtained by omitting one observation.

  7. Bootstrapping (finance) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(finance)

    Given: 0.5-year spot rate, Z1 = 4%, and 1-year spot rate, Z2 = 4.3% (we can get these rates from T-Bills which are zero-coupon); and the par rate on a 1.5-year semi-annual coupon bond, R3 = 4.5%. We then use these rates to calculate the 1.5 year spot rate. We solve the 1.5 year spot rate, Z3, by the formula below:

  8. Cohen's h - Wikipedia

    en.wikipedia.org/wiki/Cohen's_h

    Describe the differences in proportions using the rule of thumb criteria set out by Cohen. [1] Namely, h = 0.2 is a "small" difference, h = 0.5 is a "medium" difference, and h = 0.8 is a "large" difference. [2] [3] Only discuss differences that have h greater than some threshold value, such as 0.2. [4]

  9. Temporal difference learning - Wikipedia

    en.wikipedia.org/wiki/Temporal_difference_learning

    Temporal difference (TD) learning refers to a class of model-free reinforcement learning methods which learn by bootstrapping from the current estimate of the value function. These methods sample from the environment, like Monte Carlo methods , and perform updates based on current estimates, like dynamic programming methods.