The Bootstrap Is Inconsistent with Probabilitytheory
نویسنده
چکیده
This paper proves that for no prior probability distribution does the bootstrap (BS) distribution equal the predictive distribution, for all Bernoulli trials of some xed size. It then proves that for no prior will the BS give the same rst two moments as the predictive distribution for all size trials. It ends with an investigation of whether the BS can get the variance correct.
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