/// <summary>
/// Return a set of simulated bootstrap statistics that form the bootstrap distribution for medians via simulation given the original sample
/// </summary>
/// <param name="originalSample">The original sample</param>
/// <param name="bootstrapSampleCount">The number of bootstrap samples collected to form the bootstrap distribution</param>
/// <returns></returns>
public static double[] SimulateSampleMedians(double[] originalSample, int bootstrapSampleCount)
{
double originalSampleMedian = Median.GetMedian(originalSample);
double originalSampleStdDev = StdDev.GetStdDev(originalSample, originalSampleMedian);
return(SimulateSampleMedians(originalSampleMedian, originalSampleStdDev, originalSample.Length, bootstrapSampleCount));
}
/// <summary>
/// Return a set of simulated bootstrap statistics that form the bootstrap distribution for medians via simulation given the original sample
/// </summary>
/// <param name="originalSampleMean">point estimate of sample mean from the original sample</param>
/// <param name="originalSampleStdDev">standard deviation of the original sample</param>
/// <param name="originalSampleSize">size of the original sample</param>
/// <param name="bootstrapSampleCount">The number of bootstrap samples collected to form the bootstrap distribution</param>
/// <returns></returns>
public static double[] SimulateSampleMedians(double originalSampleMean, double originalSampleStdDev, int originalSampleSize, int bootstrapSampleCount)
{
Gaussian distribution = new Gaussian(originalSampleMean, originalSampleStdDev);
double[] bootstrapMedians = new double[bootstrapSampleCount];
double[] bootstrapSample = new double[originalSampleSize];
for (int i = 0; i < bootstrapSampleCount; ++i)
{
for (int j = 0; j < originalSampleSize; ++j)
{
bootstrapSample[j] = distribution.Next();
}
bootstrapMedians[i] = Median.GetMedian(bootstrapSample);
}
return(bootstrapMedians);
}