bootstrap_monte_carlo_estimator

pyapprox.control_variate_monte_carlo.bootstrap_monte_carlo_estimator(values, nbootstraps=10, verbose=True)[source]

Approxiamte the variance of the Monte Carlo estimate of the mean using bootstraping

Parameters
valuesnp.ndarry (nsamples,1)

The values used to compute the mean

nbootstrapsinteger

The number of boostraps used to compute estimator variance

verbose:

If True print the estimator mean and +/- 2 standard deviation interval

Returns
bootstrap_meanfloat

The bootstrap estimate of the estimator mean

bootstrap_variancefloat

The bootstrap estimate of the estimator variance