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Bootstrap method in ranking and slippage problems |
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| Authors: | MS Srivastava |
| Institution: | University of Toronto , Toronto, Ontario, MSS 1A1 |
| Abstract: | In this paper, the bootstrap method of Efron (1979) is given for a ranking and a slippage problem, where the ranking (or slippage) is with respect to the mean of the distributions. The method is also applied to obtain a confidence interval for the largest mean. |
| Keywords: | Bootstrap method Confidence interval for largest mean Probability of correct selection Ranking |