12. Bootstrap Hypothesis Testing

Topics, Class Notes and Code Assignments and Side Readings
  • The Logic of Bootstrap Tests
    • Bootstrap Samping Distribution of Test Statistic
    • Bootstrap p-value
  • One- and Two-sample Bootstrap Tests
    • Parametric bootstrap test
    • Percentile bootstrap test
    • Two-sample bootstrap test
  • Likelihood-based Bootstrap Tests
    • Bootstrap Wald test
    • Bootstrap Score test
    • Bootstrap likelihood ratio test
  • Notes and Code
  • Optonal Reading Assignments
    • Guidelines of Bootstrap hypothesis testing [PDF]
    • Survey of Bootstrap Methods [PDF]
    • Pitfalls of hypothesis tests [PDF]
    • A brief example [PDF]
  • Written Assignment
    • This assignment implements bootstrap likelihood ratio test. The lecture note contains an R function implementing BLRT based on normal distribution. See details in this [Guidelines]
    • Due:Tuesday, 4/21/2026 at 11:59 PM