قارن الطرق

	إعادة العينة المزدوجة (المتكررة)	التمهيد البيزي (روبن)	الاستعيان العنقودي (المتحرك والثابت)	اختبار التبديل (العشوائية)
المجال	الإحصاء	الإحصاء	الإحصاء	الإحصاء
العائلة	Regression model	Regression model	Regression model	Regression model
سنة النشأة	1986	1981	1989	2005
صاحب الطريقة	Hall (1986); Beran (1987)	Rubin (1981); large-sample theory by Lo (1987)	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Good (2005); Edgington & Onghena (2007); resampling tradition
النوع	Resampling calibration (nested bootstrap)	Resampling / posterior simulation	Resampling inference for dependent data	Nonparametric resampling test
المصدر التأسيسي	Hall, P. (1986). On the Bootstrap and Confidence Intervals. Annals of Statistics, 14(4), 1431-1452.	Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134.	Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. Annals of Statistics, 17(3), 1217-1241.	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
الأسماء البديلة	iterated bootstrap, nested bootstrap, calibrated bootstrap, Çift Bootstrap (Double / Iterated Bootstrap)	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
ذات صلة	5	5	5	5
الملخص	The double bootstrap is a resampling method that calibrates a bootstrap confidence interval with a second, nested layer of bootstrap to bring its actual coverage closer to the nominal level. Introduced by Hall (1986) and Beran (1987), it is especially valuable for small samples and skewed distributions where a single-layer bootstrap under-covers.	The Bayesian Bootstrap, introduced by Donald B. Rubin in 1981, is a resampling method that produces a Bayesian counterpart to the frequentist bootstrap by assigning each observation a random weight drawn from a Dirichlet distribution. It yields a full posterior distribution for a statistic and allows prior information to be incorporated.	Block bootstrap is a resampling method for dependent, autocorrelated time-series data: instead of resampling single observations, it resamples whole blocks of consecutive observations so the serial-correlation structure is preserved. The moving block variant was introduced by Künsch (1989) and the stationary variant by Politis and Romano (1994).	The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.