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Bootstrap- an Example
Research May 2015
DOI: 10.13140/RG.2.1.3101.8400

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Ilya B. Gertsbakh
Ben-Gurion University of the Negev
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Retrieved on: 04 July 2016

USING BOOTSTRAP FOR ESTIMATING UNCERTAINTY IN

INDIRECT MULTIPLE MEASUREMENTS.
1. Example ([3], p. 183
We have 11 independent measurements of specimen mass M = [M1 , ..., M11 ]
and 11 independent volume measurements of the same specimen V = [V1 , ..., V11 ].
All 11x11=121 combinations of Mi and Vj are equally valid for calculating
the specific weight of the specimen, = M ass/V olume, as i,j = Mi /Vj , i =
1, ..., 11; j = 1, ..., 11. The collection of all 121 values of ij constitute the
data set (DS):
DS = [1,1 , ..., 11,11 ].
(1)
Our purpose is to construct a 95% confidence interval (CI) for the measurand , the true value of the specimen specific weight.
Suppose that as an estimator of we take the average of the elements of
the DS defined as
P11 P11
i,j
.
(2)
= i=1 j=1
121
The standard approximate large-sample 95% CI for has the form (see,
e.g, [1],page 325):

CI = [
1.96 s/ n, + 1.96 s/ n],
(3)
where s is the estimate of sample standard deviation and n -the sample size.
The use of (3) needs knowledge of s and here we have a problem : the
numerator of is a sum of identically distributed but not independent
summands. Indeed, for example, 1,10 = M1 /V10 and 2,10 = M2 /V10 are
dependent since both contain the same random variable V10 . Therefore the
sample standard deviation in (3) has no simple expression as the square root
of population variance divided by sample size.
2. Bootstrap Algorithm
To overcome this complication we suggest using the bootstrapping approach [2]. According to [2],page 45, let F be the empirical distribution
putting probability 1/121 on each of the observed values i,j in the DS. A
bootstrap sample is defined to be a random sample of size 121 drawn from
F . Denote it DS? .
F DS? = [?1 , ..., ?121 ].

(4)

The bootstrap data points ?1 , ..., ?121 are a random sample of size 121 drawn
with replacement from the population of 121 objects [1,1 , ..., 11,11 ] The bootstrap data set consists of members of the original data set DS, some appearing
zero times, some appearing once, some appearing twice, etc.
The elements of the bootstrap sample are drawn by using the following
random mechanism. Let I be a uniformly distributed random variable which
takes on the values 1, 2, ..., 11 with equal probabilities 1/11. Let J be similarly
distributed random variable, independent of I.
Take one replica of I, let it be I = i, and one replica of J, let it be J = j.
Draw an element i,j from the data set and put it into the bootstrap sample.
To create a bootstrap sample, repeat this procedure 121 times. Obviously,
bootstrap sample members are independent .
Proceed following the bootstrapping algorithm see [2], page 47.
Algorithm
1. Construct the bootstrap sample DS? as described above.
2. Compute the average of this sample :
= (?1 + ... + ?121 )/121.

(5)

3.Estimate the sample standard deviation s:

s=

 P121 (? )2 1/2
b=1 b

121 1

(6)

4. Compute the CI according to (3) for n = 121.

3. Example continued
The results of 11 measurements of the body mass mi 103 kg are as
follows:
252.9119, 252.9133, 252.9151, 252.9130, 252.9109, 251.9094,
252.9113, 252.9115, 252.9119, 252.9115, 252.9118.
The results of 11 measurements of body volume vi 106 m3 are as
follows;
195.3799, 195.3830, 195.3790, 195.3819, 195.3795, 195.3788,
195.3792, 195.3794, 195.3791, 195.3791, 195.3794
We obtained the bootstrap sample according to the Algorithm (computer
package Mathematica-4 was used ). The estimate of the specific weight
obtained from the simulated DS? , according to (5),is:
2

b = 1.294463 103 kg/m3 .

We observed the
following value of the bootstrap sample standard deviation divided by 121 = 11:
s/11 = 1.07 106
To check the stability of results, we repeated all calculations 4 times, for
other replicas of the bootstrap samples. The estimates of remained the
same (for 7 significant digits) ; the results for s/11 are rather stable:
1.11 106 , 0.91 106 , 1.12 106 , 1.01 106
To calculate the CI we took s/11 = 1.05 106
In terms of the 95% CI, we obtain (preserving one significant digit in the
uncertainty)
CI = [1.294461, 1.294465] 103 .
(7)
Remark
What would be the result if we process only the original DS and ignore the
dependence between the elements of this set? To our surprise, the result for
the CI remains the same, with insignificant changes. It is an open problem
whether this is just a lucky numerical coincidence or it means that the original
DS can be taken as a valid sample for computing the CI.
3. Uncertainty for Multiple Indirect Measurements: General
Case
Let us consider the general case in which the true value of the measurand A is related to the true value of arguments Ai via a known functional
relationship f :
A = f (A1 , A2 , ..., AN )
(8)
. It will be assumed that argument Ai is measured ni times, ni > 1,
i = 1, ..., N . It is assumed that the measurements of each argument are
independent.
Denote by ai (ri ), ri = 1, 2, ..., ni the observed values of the argument
Ai , i = 1, ..., N .
The data set (DS) for this general situation will be created as the set
of all possible combinations of the argument values. The size of the DS is
M = n1 n2 . . . nN .
The first step is creating a bootstrap sample from the DS by drawing
random numbers Ik for the indices of all arguments: Ik U (1, 2, ..., nk , k =
1, 2, ..., N . After having chosen the values of the arguments Ai , compute the
value of A by (..). Repeat this procedure M times and thus obtain one replica
3

of the bootstrap sample [A?1 , ..., A?M ]. For the bootstrap sample calculate the
sample average A.

References.
[1] Devore, J.L. Probability and Statistics for Engineers and the Sciences,Brooks/Cole Publishing Company, 1982. page 325
[2] Efron , Bradley and Robert Tibshirani, An Introduction to Bootstrap,
Chapman and Hall, 1993.
[3] Rabinovich, Semyon, G., Measurement Errors and Uncertainties, Theory and Practice, 3 rd ed., Springer, AIP PRESS 2006.