0
$\begingroup$

I need to use a jacknife method in order to find the standard deviation of my data. Howvere, I realise there's no built-in fuction (or maybe I couldn't find it), not even a general bootstrap method.

Is there any built-in function or where I can find some reference in order to make it efficent?

Thanks

$\endgroup$
  • $\begingroup$ StandardDeviation[data] ? $\endgroup$ – Mariusz Iwaniuk Jun 19 '18 at 9:34
  • $\begingroup$ I know that function, but I must use (as a requirement) a bootstrap method. $\endgroup$ – MatMorPau22 Jun 19 '18 at 9:36
  • 4
    $\begingroup$ replace each observation with the mean of the sample that excludes that observation: data2 = Mean /@ Subsets[data, {Length[data] - 1}] then use StandardDeviation on the new dataset: StandardDeviation[data2]? $\endgroup$ – kglr Jun 19 '18 at 9:39
  • $\begingroup$ The jackknife estimate of the standard error of the sample mean is just the usual estimate of standard deviation divided by the square root of the sample size: StandardDeviation[data]/Sqrt[Length[data]]. So you'll need to be more specific than the "standard deviation of my data". What particular statistic are you interested in using the jackknife? Mean? Variance? the square of the mean? $\endgroup$ – JimB Jun 19 '18 at 16:25

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.