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Jackknife resampling : ウィキペディア英語版
Jackknife resampling
In statistics, the jackknife is a resampling technique especially useful for variance and bias estimation. The jackknife predates other common resampling methods such as the bootstrap. The jackknife estimator of a parameter is found by systematically leaving out each observation from a dataset and calculating the estimate and then finding the average of these calculations. Given a sample of size N, the jackknife estimate is found by aggregating the estimates of each N-1 estimate in the sample.
The jackknife technique was developed by Maurice Quenouille (1949, 1956). John Tukey (1958) expanded on the technique and proposed the name "jackknife" since, like a Boy Scout's jackknife, it is a "rough and ready" tool that can solve a variety of problems even though specific problems may be more efficiently solved with a purpose-designed tool.
The jackknife is a linear approximation of the bootstrap.
==Estimation==
The jackknife estimate of a parameter can be found by estimating the parameter for each subsample omitting the ''i''th observation to estimate the previously unknown value of a parameter (say \bar_i).
:\bar_\mathrm =\frac \sum_^n x_j

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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