Inicio  /  Water  /  Vol: 10 Núm: 2 Par: 0 (2018)  /  Artículo
ARTÍCULO
TITULO

Comparison of Bootstrap Confidence Intervals Using Monte Carlo Simulations

Roberto S. Flowers-Cano    
Ruperto Ortiz-Gómez    
Jesús Enrique León-Jiménez    
Raúl López Rivera and Luis A. Perera Cruz    

Resumen

Design of hydraulic works requires the estimation of design hydrological events by statistical inference from a probability distribution. Using Monte Carlo simulations, we compared coverage of confidence intervals constructed with four bootstrap techniques: percentile bootstrap (BP), bias-corrected bootstrap (BC), accelerated bias-corrected bootstrap (BCA) and a modified version of the standard bootstrap (MSB). Different simulation scenarios were analyzed. In some cases, the mother distribution function was fit to the random samples that were generated. In other cases, a distribution function different to the mother distribution was fit to the samples. When the fitted distribution had three parameters, and was the same as the mother distribution, the intervals constructed with the four techniques had acceptable coverage. However, the bootstrap techniques failed in several of the cases in which the fitted distribution had two parameters.

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