مقایسهٔ روش‌ها

	بوت استرپ پارامتری	بوت استرپ بیزی (روبین)	BCa Bootstrap (تصحیح‌شده با بایاس و شتاب‌یافته)	استنتاج بوتسترپ
حوزه	آمار	آمار	آمار	آمار
خانواده	Regression model	Regression model	Regression model	Regression model
سال پیدایش	1993	1981	1987	1979
پدیدآور	Efron & Tibshirani; Davison & Hinkley	Rubin (1981); large-sample theory by Lo (1987)	Bradley Efron	Bradley Efron
نوع	Resampling-based inference (model-based)	Resampling / posterior simulation	Resampling confidence interval	Resampling-based inference
منبع بنیادین	Efron, B. & Tibshirani, R. J. (1993). An Introduction to the Bootstrap. CRC Press. ISBN: 978-0412042317	Rubin, D. B. (1981). The Bayesian Bootstrap. The Annals of Statistics, 9(1), 130-134.	Efron, B. (1987). Better Bootstrap Confidence Intervals. Journal of the American Statistical Association, 82(397), 171-185.	Efron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26.
نام‌های دیگر	parametrik bootstrap, model-based bootstrap, parametric resampling	Bayesian Bootstrap (Rubin), Rubin bootstrap, Dirichlet-weighted bootstrap	BCa Bootstrap (Bias-Corrected Accelerated), bias-corrected accelerated bootstrap, BCa confidence interval	bootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımı
مرتبط	5	5	5	5
خلاصه	The parametric bootstrap is a resampling method that estimates standard errors and confidence intervals by drawing repeated samples from a parametric model that has been fitted to the data. Developed in the bootstrap literature of Efron and Tibshirani (1993) and Davison and Hinkley (1997), it replaces analytic derivations for non-normal distributions and complex statistics.	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.	The BCa bootstrap is a resampling method, introduced by Bradley Efron in 1987, that produces more accurate confidence intervals than the plain percentile bootstrap by applying a bias correction and an acceleration adjustment. It is recommended for skewed distributions and small samples.	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.