Bootstrap Methods

A R implementation of statistical EM algorithm for parameter estimation and confidence interval construction and bootstrap methods.

General Information

EM Algorithm: Implementation for estimating parameters of exponential distributions with missing data

Bootstrap Methods: Statistical resampling techniques for constructing confidence intervals for various estimators

Repository structure

Bootstrap-Methods/
├── .gitignore
├── emAlgoboot.R         
├── README.md             
├── LICENSE              
└── Sujet.pdf            

Dependencies

R Installation

Install R from CRAN

R Package Dependencies

Install the required R packages by running the following commands in R:

# Install required packages
install.packages(c("dplyr", "boot"))

# Load packages to verify installation
library(dplyr)
library(boot)

Usage

Rscript emAlgoboot.R

Results

The script outputs:

• Estimated λ parameter from the EM algorithm
• Confidence intervals for all four estimators using three different methods
• Optimal bootstrap sample sizes for each estimator and interval type

License

This project is licensed under the MIT License - see the LICENSE file for details.