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percentile interval concept

DefinitionThe bootstrap interval that takes the 2.5th and 97.5th percentiles of a statistic recomputed on a few thousand resamples. It works for statistics with no standard error formula, a median, an AUROC, a rank correlation. Primer S section S.6.
ExampleTwo thousand bootstrap means of 2, 4, 4, 4, 5, 5, 7, 9, sorted, have their 50th and 1950th values as the interval.
BookData Mining as Observation, draft 0.2, commit f3914f0; entry id percentile-interval, kind concept.
Statusno ledger row names this entry. Corrections: none recorded.
Defining equationnone
Assumptions and scopenone
Prior artnone recorded
Evidencenone
Reviewedsemantic review 2026-09-09; generated 2026-09-10 from records at the commits on the provenance page.

Equation

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Conditions

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Ledger

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First stated

Primer S section S.6 of Data Mining as Observation, added in draft 0.3 (2026-09-09) for the ECE 514 readers whose first courses are far behind. The idea is standard and TSK Appendix C covers it at length.

Measurements

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Failures and corrections

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Invariance envelope

none declared

Machine checked

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Used in

Data Mining as Observation primer S.

Related

bootstrap; confidence interval; percentile; paired.

See also

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Status

Generated 2026-09-10 by encyclopedia/generate.py; book at observation-data-mining f3914f0; the commit of every record is listed in the encyclopedia’s provenance.

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