পদ্ধতির তুলনা করুন

	বেয়েশীয় বুটস্ট্র্যাপ (রুবিন)	ব্লক বুটস্ট্র্যাপ (মুভিং ব্লক এবং স্টেশনারি)	বুুটস্ট্র্যাপ অনুমান	পারমুটেশন (র‍্যান্ডমাইজেশন) টেস্ট
ক্ষেত্র	পরিসংখ্যান	পরিসংখ্যান	পরিসংখ্যান	পরিসংখ্যান
পরিবার	Regression model	Regression model	Regression model	Regression model
উদ্ভবের বছর	1981	1989	1979	2005
প্রবর্তক	Rubin (1981); large-sample theory by Lo (1987)	Künsch (moving block, 1989); Politis & Romano (stationary, 1994)	Bradley Efron	Good (2005); Edgington & Onghena (2007); resampling tradition
ধরন	Resampling / posterior simulation	Resampling inference for dependent data	Resampling-based inference	Nonparametric resampling test
মৌলিক উৎস	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.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.	Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
অপর নাম	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	moving block bootstrap, stationary bootstrap, blok bootstrap (moving block / stationary)	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı	randomization test, exact permutation test, re-randomization test, Permütasyon Testi
সম্পর্কিত	5	5	5	5
সারসংক্ষেপ	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).	Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.	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.