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$\begingroup$ Thank you, that was very informative. This .pdf (from a lesson) describes a caveat to your conclusion: psychology.mcmaster.ca/bennett/boot09/percentileT.pdf This is a summary of what Bennet says: Many datasets consists of numbers that are >=0 (i.e. data that can be counted), in which case the CI should not contain negative values. Using the bootstrap-t method this can occur, making the confidence interval implausible. The requirement that the data be >=0 is in violation of the normal distribution assumption. This is not a problem when constructing a percentile bootstrapped CI $\endgroup$

Hannes Ziegler
– Hannes Ziegler

2016-08-10 15:18:33 +00:00
Commented Aug 10, 2016 at 15:18

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