Loading [MathJax]/extensions/TeX/boldsymbol.js

 

 

 

Resampling methods: Jackknife estimator

To get an estimate for the bias and standard error of \widehat{\theta} , use the following estimators for each component of \widehat{\theta}

\widehat{\mathrm{Bias}}(\widehat \theta,\theta) = (n-1)\left( - \widehat{\theta} + \frac{1}{n}\sum_{i=1}^{n} \widehat \theta_i \right) \qquad \text{and} \qquad \widehat{\sigma}^2_{\widehat{\theta} } = \frac{n-1}{n}\sum_{i=1}^{n}( \widehat{\theta}_i - \frac{1}{n}\sum_{j=1}^{n}\widehat \theta_j )^2.