Binomial approximation conjecture for the Poisson bootstrap quantile index distribution

Let the sample y\mathbf{y} consist of elements that can be uniquely ordered, and let the quantile q(0,1)q\in(0,1) be fixed. Let ψ\psi denote the index of the original order statistic observed as the sample quantile in the Poisson bootstrap sample. Binomial approximation conjecture. The distribution of ψ\psi can be approximated by a Bin(N+1,q)\operatorname{Bin}(N+1,q) distribution in the sense that

maxip(ψ=i)p(X=i)0asN,\max_i\left|p(\psi=i)-p(X=i)\right|\longrightarrow 0 \quad\text{as}\quad N\longrightarrow\infty,

where XBin(N+1,q)X\sim\operatorname{Bin}(N+1,q). This approximation is proposed because it appears to fit the index distribution well, improves with increasing NN, and enables fast, resampling-free bootstrap inference for quantiles; the source demonstrates its merit through Monte Carlo simulations, but does not provide a proof or resolution of the conjecture.

Sources & referencesView supporting material

Primary source

Mårten Schultzberg and Sebastian Ankargren, “Resampling-free bootstrap inference for quantiles”, arXiv:2202.10992 (2022).

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