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An Introduction to the Bootstrap

Article in Teaching Statistics June 2001
DOI: 10.1111/1467-9639.00050

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An Introduction to the Bootstrap

KEYWORDS:
Teaching;
Standard error;
Condence interval;
Minitab;
Bias;
Mean square error.

Roger W. Johnson

South Dakota School of Mines & Technology,

USA.
e-mail: [email protected]
Summary
This article presents bootstrap methods for
estimation, using simple arguments. Minitab
macros for implementing these methods are given.

^ INTRODUCTION ^

n the eighteenth century stories of The Adventures of Baron Munchausen by Rudolph Erich
Raspe (Raspe 1785), the Baron apparently falls to
the bottom of a deep lake. Just when it looks like
all is lost, he saves himself by picking himself up
by his own bootstraps. Likewise bootstrap
methods in statistics seem to accomplish the impossible. These computationally intensive methods,
brought to prominence through the pioneering
work of Bradley Efron, are commonly used by
statistics professionals and are beginning to work
their way into elementary, even algebra-based
statistics texts (e.g. Stout et al. 1999). In this article
I present bootstrap methods for estimating
standard errors and producing condence intervals. Bootstrap methods are more exible than
classical methods which may be analytically
intractable or unusable because of a lack of the
appropriate assumptions being satised. When
classical methods may reasonably be used, however, we will typically see that bootstrap methods
give quite similar results. The presentation that
follows is based on details that appear in Efron
and Tibshirani (1986, 1993) and Rice (1995), and
includes short Minitab macros to come up with the
desired estimates. Related articles that have
appeared in this journal are those of Ricketts and
Berry (1994), Reeves (1995) and Tae and
Garnham (1996).

Fig 1. M1 motorway interarrival times

a xed point near junction 13 of the M1 motorway

in Bedfordshire, England. These cars were travelling northwards on the M1 in the late evening on
Saturday 23 March 1985 (see Hand et al. 1994, p. 3).
For this data set of n 40 values we nd a sample
mean of x 7:80 seconds and sample standard
deviation of s 7:87 seconds. For future reference
note that this data set is tted well by an exponential density, f x l elx , with l 1=7:80
(this is both the method of moments and the
maximum likelihood estimate of l).
The standard error of X; SEX, is given by
s
SEX  sX p
n
where s is the population standard deviation.
Estimating s by s, we have

STANDARD ERROR

s
7:87
SEX  p p 1:24 seconds
n
40

For concreteness, let us consider an example to

illustrate bootstrap estimates of standard error.
Figure 1 displays a histogram of the 40 interarrival
times between 41 consecutive vehicles passing by

so that 1.24 seconds is an estimate of the standard

error of X. In layperson's terms we believe the
population mean, m, to be about x 7:80 seconds,
give or take around 1.24 seconds. The population
of interarrivals, not yet carefully dened, may be

^ BOOTSTRAP ESTIMATES OF ^

Teaching Statistics.

Volume 23, Number 2, Summer 2001 .

49

thought of as the collection of all interarrivals

during the same general time during the week in
1985 under similar (e.g. weather) conditions.
Although we do not ordinarily proceed in this
way, here is another way of estimating the standard error of X which relies only on sX  sX :
(i) Sample n 40 interarrivals from our population and compute x.

(ii) Repeat (i) a moderate to large number, B,
of times to come up with estimates
x 1 ; x 2 ; . . . ; x B .
(iii) Use the standard deviation of the B estimates
in (ii) to estimate the standard error.
It is important in this procedure to produce
estimates x i with a sample size identical to our
original sample size of n. If, in step (ii), we used a
sample size less than n, then the procedure would
tend to overestimate the error in our original
estimate of 7.80 seconds; likewise, if in step (ii) we
used a value more than n, then the procedure
would tend to underestimate the error in our
original estimate of 7.80 seconds.
A bootstrap method of estimating the standard
error of X now involves a modication of the
above procedure. In particular, use the sample as
an approximation of our population. Specically,
take samples with replacement of size n from the
data to approximate samples of size n from the
population. If you think that this is akin to `lifting
yourself by your bootstraps' you are not alone!
Here, then, is a bootstrap method for estimating
the standard error of X:

(a) Sample n 40 interarrivals with replacement

from the original data and compute x.

(b) Repeat step (a) a moderate to large number
of times, B, to come up with `bootstrap'
estimates x 1 ; x 2 ; . . . ; x B .
(c) Use the standard deviation of the B estimates
in step (b) to estimate the standard error.
(To nd the standard error of a statistic other than
the sample average, follow this same recipe but
compute that statistic rather than the average.)
Carrying out this bootstrap method using the
Minitab macros in gure 2 with B 200, we get
an estimated standard error of 1.23 ^ a value
nearly identical to the value of 1.24 obtained
above. The value of B 200 is usually suciently
large for bootstrap standard error estimates. Efron
and Tibshirani, in fact, indicate that `very seldom
are more than B 200 replications needed for
estimating a standard error' (1993, p. 52) and that
the variance of the bootstrap standard error estimate is roughly c1 =n2 c2 =nB, where the constants c1 and c2 depend on the underlying
population but not on n or B (p. 272).
This bootstrap method may be used with even
smaller sized data sets than that given above.
Loosely speaking, however, the bootstrap idea of
approximating the population by the sample
becomes more questionable as the sample size, n,
decreases. As with other statistical procedures, our
trust in the bootstrap will grow with increased
sample size.
In the previous example there was, of course, no

File: sedriver.txt
noecho
erase c10
let k1 = n(c1)
let k2 = 200
execute 'bootstrp.txt' k2
echo
let k3 = stdev(c10)
print k3
end

# the data must have previously been put in column c1

# number of bootstrap samples, B
# se of mean

File: bootstrp.txt
sample k1 c1 c11;
replace.
let k20 = mean(c11)
stack c10 k20 c10
Use execute sedriver.txt at the Minitab prompt to run this bootstrap procedure
Fig 2. Bootstrap standard error code

50

. Teaching Statistics.

Volume 23, Number 2, Summer 2001

need to estimate the standard error of X using

the bootstrap method as we know SEX
p
p
s= n  s= n. The bootstrap method of estimating the standard error of a statistic becomes
valuable in those cases where we do not have a
theoretical formula for the standard error of that
statistic. There is, for example, no closed-form
formula for the standard error of the sample
median. Continuing the example involving
interarrivals along the M1 motorway, the sample
median of 5.0 is an estimate of the population
median. To estimate the standard error of the
sample median, use the bootstrap procedure given
above, computing medians rather than averages.
Doing so (replace the line let k20 mean(c11)
with let k20 median(c11) in the Minitab code in
gure 2) gives 0.68 as an estimate of the standard
error of the sample median.

of the correlation coecient as the standard

deviation of the B bootstrapped correlation
coecient values. One such execution of this
bootstrap method yielded the estimated standard
error of 0.075 (Minitab macros to implement this
are available from the author). If we were willing
to assume that mortality and calcium have a
bivariate Normal distribution ^ highly doubtful
here as the scatter diagram is not strongly elliptical
with its points concentrated toward the centre of
the ellipse ^ then we could estimate the standard
error of the correlation coecient p
with
the known

approximate formula 1 r2 = n 3 0:094.

One of the benets of the bootstrap procedure is
that no distributional assumptions are necessary to
use it.

^ BOOTSTRAP CONFIDENCE ^
As a nal example to illustrate the above bootstrap
method of estimating standard errors, consider
male mortality rate averaged over the years 1958^
1964 for towns in England and Wales versus
calcium (from Hand et al. 1994, pp. 5^6), shown
as a scatter diagram in gure 3. The calcium
concentration may be thought of as a measure of
water hardness; the higher the calcium concentration, the harder the water. The correlation
coecient between male mortality and calcium
concentration for the 61 data points shown is
0.655.

INTERVALS

In this section we outline a bootstrap method for

producing a condence interval (see Rice 1995). As
before, it is helpful to compare this method with a
standard technique, so we start with the wellknown case of estimating a mean with a `large'
sample size. Returning to the M1 motorway data,
an approximate 95% condence interval for the
mean interarrival time m, by the central limit
theorem, is


s
s
x 1:96 p ; x 1:96 p 5:36; 10:24
n
n
Now we give the rationale for a bootstrap condence interval. Suppose we can nd values c1 and
c2 so that
PX m  c2 0:975 and PX m  c1 0:025
1
then Pc1 < X m < c2 0:95 or, with some
algebra, PX c2 < m < X c1 0:95 so that
X c2 ; X c1

Fig 3. Mortality vs calcium

We can again use the bootstrap to estimate the

standard error of the correlation coecient.
Obtain a bootstrap sample of 61 ordered pairs of
mortality and calcium concentration by sampling
with replacement from the 61 cities 61 times.
Compute the correlation coecient of this bootstrap sample. Repeat the entire process B times
(200 times, say). Then estimate the standard error

is a 95% condence interval for m. By way of

reminder, (2) is a random interval that we are
using in an attempt to capture the xed unknown
value of m. Returning to (1), the value of m, of
course, is unknown. We can estimate it however by
the observed sample mean which, recall, is 7.80.
Then (1) approximately becomes
pX  c2 7:80 0:975 and
pX  c1 7:80 0:025 3
Teaching Statistics.

Volume 23, Number 2, Summer 2001 .

51

That is, c2 7:80 is approximately the 97.5th

percentile of the distribution of X and c1 7:80 is
approximately the 2.5th percentile of the distribution of X.
Here is what we could do to estimate c1 and c2 if
we were able to time travel back to 1985 and sample
from the interarrival population:
(1) Sample n 40 interarrivals from our population and compute x.

(2) Repeat step (1) a number of times, B, to come
up with estimates x 1 ; x 2 ; . . . ; x B .
(3) Use the sample percentiles to estimate the
desired population percentiles. With B 1000,
for example, sort the estimates above as
x 1  x 2 


 x 999  x 1000 and use x 25 to
estimate the 2.5th percentile of X (set this
equal to c1 7:80 and solve for c1 ) and use
x 975 to estimate the 97.5th percentile of X (set
this equal to c2 7:80 and solve for c2 ).
Finally, report x c2 ; x c1 as the desired
condence interval.
Mirroring the earlier discussion for the standard
error, the corresponding bootstrap method comes
up with the estimates in steps (1) and (2) not by
sampling from the population, but by sampling with
replacement n times from the data. Carrying out
this bootstrap method on one occasion using the
Minitab macro in gure 4 along with the macro
bootstrp.txt in gure 2 with B 1000 gave
x 25 5:525 and x 975 10:325. The value of
B 1000 is considered reasonably large for
bootstrap condence intervals; see Efron and
File: cidriver.txt
noecho
erase c10
let k1 = n(c1)
let k2 = 1000
execute 'bootstrp.txt' k2
sort c10 c11
let k3 = 0.95
let k4 = round(k2*(1^k3)/2)
let k5 = round(k2*(1+k3)/2)
let k6 = c11(k4)
let k7 = c11(k5)
let k8 = mean(c1)
let k10 = 2*k8^k7
let k11 = 2*k8^k6
print k10 k11
end

Tibshirani (1993, pp. 273^5). Consequently, setting

x 25 c1 7:80 and x 975 c2 7:80 in (3)
gives c1 2:275 and c2 2:525, so that the
desired 95% bootstrap condence interval is
x c2 ; x c1 5:28; 10:08. Note that this is
quite close to the standard calculation given at the
beginning of the section.
A bit of algebra shows that the 95% bootstrap
condence interval just given with B 1000 can be
expressed as 2x x 975 ; 2x x 25 (verify this).
Generalizing the above chain of reasoning, a
1001 a% bootstrap condence interval for the
parameter y using the estimate y^ is
2y^ yUpper ; 2y^ yLower

where yUpper is the B1 a=2 order statistic of the

bootstrapped estimates and yLower is the Ba=2 order
statistic of the bootstrapped estimates.
If we want, for example, a 95% bootstrap
condence interval for the population median, run
the Minitab macro in gure 4 replacing the line let
k8 mean(c1) with let k8 median(c1) along with
the macro bootstrp.txt in gure 2 replacing the line
let k20 mean(c11) with let k20 median(c11).
One such execution of this code with the M1
motorway data and B 1000 gave the 25th
smallest bootstrap median as 4.0 and the 975th
smallest bootstrap median as 6.0. Consequently,
the desired 95% bootstrap condence interval,
recalling the sample median to be 5.0, is
^ Upper ; 2yy
^ Lower 25:06:0; 25:04:0
2yy
4:0; 6:0.

# the data must have previously been put in column c1

# number of bootstrap samples, B
# desired condence level

# (k6,k7) is the percentile interval

# 100*k3% condence interval (4) for mean

Use execute cidriver.txt at the Minitab prompt to run this bootstrap procedure
Fig 4. Bootstrap condence interval code

52

. Teaching Statistics.

Volume 23, Number 2, Summer 2001

Finally, returning to the problem of estimating

the correlation between male mortality and
calcium levels, executing analogous code (available
from the author) with B 1000 in one instance
gave the 25th smallest bootstrap correlation as
0.776 and the 975th smallest bootstrap correlation as 0.490. Consequently, the desired
95% bootstrap condence interval, recalling the
sample correlation coecient to be 0.655,
is 2y^ yUpper ; 2y^ yLower 20:655 0:490;
20:655 0:776 0:820; 0:534.
The above is but one (simple) method of using the
bootstrap to come up with interval estimates; see
Efron and Tibshirani (1993) for others. One other
particularly simple interval, however, deserves a
mention (and appears in Tae and Garnham
(1996)). In some cases the bootstrap distribution is
^ Then y^ yUpper y^ yLower ,
symmetric about y.
and (4) simplies as follows:
2y^ yUpper ; 2y^ yLower
y^ y^ yUpper ; y^ y^ yLower
y^ y^ yLower ; y^ y^ yUpper
yLower ; yUpper
The interval yLower ; yUpper is, unsurprisingly, called
a bootstrap percentile interval. To illustrate, consider two of our earlier examples. For the mean
interarrival time on the M1 we had 2x x 975 ;
2x x 25 5:28; 10:08 as opposed to the percentile interval x 25 ; x 975 5:53; 10:33. The
closeness of these two intervals is due to the
near symmetry in the bootstrap distribution of
X values. In the correlation example, however,
we had 2r r975 ; 2r r25 0:820; 0:534,
whereas r25 ; r975 0:776; 0:490. The rst
of these two intervals, since it does not assume
symmetry, should be favoured over the latter
percentile interval.
Given the correspondence between condence
intervals and hypothesis tests, it should come as no
surprise that there are bootstrap procedures for
conducting hypothesis tests; see Efron and
Tibshirani (1993) for more details. For further
discussion on the use of computationally intensive
methods for hypothesis testing see Edgington
(1995) and Good (2000).

^ FURTHER DETAILS ^
When trying to assess the performance of an
estimate y^ of y we will, in general, be concerned

^ Ey
^ y of y^ as well as
with the bias, Biasy
^
with SEy In fact, a measure of the typical
deviation
of y^ from y is the root mean square
q
^ , where
error, MSEy


 

^ E y^ y2 Biasy
^ 2
^ 2 SEy
MSEy
Consequently, if we can estimate the bias as
well as the standard error of an estimate, we
can determine an estimate of the root mean
square error. Fortunately, the bias can also be
estimated by a bootstrap procedure (before
continuing, do you see how?). In particular,
reasoning as we have before, we can use the
approximation
^ Ey
^ y
Biasy
 Average of Bootstrap Estimates y^
The average of the bootstrap estimates can be
obtained by inserting the lines let k9 mean(c10),
print k9, just before the end statement in the
sedriver.txt macro. In the given illustrative examples involving the sample mean, sample median
and sample correlation as estimates of their
corresponding population parameters, little evidence of bias was seen (indeed, we know the
sample mean is unbiased for the population
mean).
The bootstrap procedures discussed here, one for
the standard error of an estimate y^ of y, and one
for producing condence intervals for y, are
nonparametric bootstrap procedures. In each case
the bootstrap samples are obtained by repeated
samples with replacement from the data. Alternatively, with parametric bootstrap procedures the
original data can be used to t a probability
model and our samples can be drawn from it. To
illustrate, the exponential density f x l elx
with l 1=7:80 ts the M1 motorway data well.
Consequently, bootstrap samples can be obtained
by taking random samples of size n from this
tted density and then computing the relevant
statistic (e.g. mean, median) as before. To
generate a particular random sample from an
exponential distribution the inverse cdf method
may be used. Specically, generate a uniform
random number U between 0 and 1. Then
lnU=l 7:80 lnU will have the desired
exponential distribution.
Acknowledgement
Thanks are due to the referee for comments that
led to an improved presentation.
Teaching Statistics.

Volume 23, Number 2, Summer 2001 .

53

References
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Good, P. (2000). Permutation Tests: A Practical Guide to Resampling Methods for
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Springer.
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. Teaching Statistics.

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Volume 23, Number 2, Summer 2001

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Chapman & Hall.
Raspe, R.E. (1785). The Adventures of Baron
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