Define a sample from an unknown population with n n n independent observations as x ( x 1 , x 2 , . . . , x n ) ′ . x (x_1, x_2, ..., x_n). x(x1,x2,...,xn)′.
A statistic θ ^ \hat{\theta} θ^ that we are interested in is a function of the samp…
总结:
自助法:假设有n个样本,每次有放回地从n个样本中取一个
刀切法:留一交叉验证法,从样本中剔除一个,估计偏差与方差 我们介绍了留一交叉验证法(Leave one out cross validation)。本节介绍和留一法密切…