Tail trim for an 80% percentile interval

Question

You run B = 450 bootstrap replicates and build an 80% percentile confidence interval from the 10th and 90th percentiles of the sorted values. How many replicates are trimmed off in each tail?

Accepted Answer

An 80\% interval leaves \alpha = 20\% outside, split into two tails of \alpha/2 = 10\% each. Per-tail count. 0.10 	imes 450 = 45. So 45 replicates fall below the lower endpoint and 45 above the upper endpoint, leaving the central 360 (that is 80\%) inside. A looser confidence level trims more from each tail, so the endpoints move inward and the interval is narrower. Takeaway. Lower confidence means fatter tails trimmed; an 80\% interval cuts 10\% of B from each side, here 45 replicates per tail.

Tail trim for an 80% percentile interval

Your answer

More Statistics questions