Suppose (tau) is a training set with (n) elements and (tau^{*}), also of size (n), is obtained

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Suppose \(\tau\) is a training set with \(n\) elements and \(\tau^{*}\), also of size \(n\), is obtained from \(\tau\) by bootstrapping; that is, resampling with replacement. Show that for large \(n, \tau^{*}\) does not contain a fraction of about \(\mathrm{e}^{-1} \approx 0.37\) of the points from \(\tau\).

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Data Science And Machine Learning Mathematical And Statistical Methods

ISBN: 9781118710852

1st Edition

Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev

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