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	Symulacja metodą Monte Carlo z brakującymi danymi	Symulacja bootstrapowa z brakującymi danymi
Dziedzina	Statystyka bayesowska	Statystyka bayesowska
Rodzina	Bayesian methods	Bayesian methods
Rok powstania	1987–2002	1979–1990s
Twórca	Rubin, D. B. / Little, R. J. A.	Bradley Efron (bootstrap); missing-data extensions by Efron, Little, Rubin and others
Typ	Simulation-based estimation	Resampling simulation
Źródło pierwotne	Little, R. J. A. & Rubin, D. B. (2002). Statistical Analysis with Missing Data (2nd ed.). Wiley. ISBN: 978-0471183860	Efron, B. & Tibshirani, R. J. (1993). An Introduction to the Bootstrap. Chapman and Hall/CRC. ISBN: 978-0412042317
Inne nazwy	MC simulation missing data, Monte Carlo imputation, simulation-based missing data analysis, stochastic simulation with incomplete data	bootstrap with missing data, bootstrap imputation simulation, resampling under missingness, bootstrap MI
Pokrewne	6	5
Podsumowanie	Monte Carlo simulation with missing data combines stochastic simulation — drawing random values from probability distributions — with principled missing-data strategies such as multiple imputation. Instead of discarding incomplete records or substituting a single fill-in value, the method generates many simulated complete datasets, runs the target analysis on each, and pools the results to yield estimates that honestly reflect both sampling uncertainty and uncertainty due to missingness.	Bootstrap simulation with missing data combines resampling-based variance estimation with principled handling of incomplete observations. Rather than deleting cases or assuming complete data, the method integrates imputation or weighting directly into the bootstrap loop, propagating the additional uncertainty due to missingness into the final standard errors and confidence intervals.