Determination of Optimum Sampling Fraction for Bootstrap Resampling

João Gabriel Malaguti, Samuel Faria Cândido


Lately, there has been much discussion on the bootstrap resampling method, both as a way of estimating standard error and as a way of improving estimations with access to only one sample. However, little is found in literature discussing the size the bootstrap sample should take. This study aims to determine the existence of an optimum sampling fraction for resampling, analysing different estimators and number of resamples. An optimum fraction exists if, and only if, for every estimator and every amount of resamples, a fraction (or region) performs better in every population. Ten random populations were created by adding together different normal, Poisson and exponential distributions such that their means and variances are diverse. A Monte Carlo simulation with ten thousand iterations was done, taking random systematic samples from the populations and from these, bootstrap samples to estimate the mean, variance and respective standard errors. Results show the inexistence of a single optimum fraction. However, it does point to an optimum region for standard error estimation above 37.5%.


Bootstrap resampling; Monte Carlo Simulation; Systematic sampling

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Direitos autorais 2020 João Gabriel Malaguti, Samuel Faria Cândido

Revista Mundi Engenharia, Tecnologia e Gestão ISSN 2525-4782

Qualis: B4 - Interdisciplinar, B5 - Geografia, B5 - Administração Pública e de Empresas, Ciências Contábeis e Turismo, B5 - Comunicação e Informação, B5 - Engenharias III