摘要
ＡＮＯＴＥＯＮＴＨＥＬ＿ｐＣＯＭＰＡＲＩＳＯＮＢＥＴＷＥＥＮＴＨＥＢＯＯＴＳＴＲＡＰＡＮＤＲＡＮＤＯＭＷＥＩＧＨＴＩＮＧＳＨＩＪｉａｎ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉｎｉｃａ，Ｂｅｉｊｉｎｇ１０００８０，Ｃｈ...
In the literature of resampling methods, the bootstrap and random weighting are much more studied (the latter is also called Bayesian bootstrap). When they are applied to approximate distributions of pivotal statistics, the strong consistency is often discussed.However, one could not determine which is better becauae both of their accuracies are O (n/(loglogn)1/2). In this note, a comparison between them is investigated under the Lp norm. A result obtained shows that the bootstrap is relatively better.
