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Copyright Taylor & Francis Group, LLC

ISSN: 0361-0918 print/1532-4141 online

DOI: 10.1080/03610910903094676

Monte Carlo Approximations of the Quantiles

of a Sample Statistic

TAK K. MAK AND FASSIL NEBEBE

Department of Decision Sciences and M.I.S., JMSB, Concordia

University, Montreal, Quebec, Canada

We consider in this article the problem of numerically approximating the quantiles of

a sample statistic for a given population, a problem of interest in many applications,

such as bootstrap condence intervals. The proposed Monte Carlo method can

be routinely applied to handle complex problems that lack analytical results.

Furthermore, the method yields estimates of the quantiles of a sample statistic of

any sample size though Monte Carlo simulations for only two optimally selected

sample sizes are needed. An analysis of the Monte Carlo design is performed to

obtain the optimal choices of these two sample sizes and the number of simulated

samples required for each sample size. Theoretical results are presented for the

bias and variance of the numerical method proposed. The results developed are

illustrated via simulation studies for the classical problem of estimating a bivariate

linear structural relationship. It is seen that the size of the simulated samples used in

the Monte Carlo method does not have to be very large and the method provides a

better approximation to quantiles than those based on an asymptotic normal theory

for skewed sampling distributions.

Keywords Bootstrap; Computer intensive methods; Monte Carlo simulation;

Quantile approximation.

Mathematics Subject Classication 62F40; 62H10.

1. Introduction

We consider in this article the use of Monte Carlo methods to numerically

approximate, for any n, the lower :-level quantile t

n:

of a sample statistic T

n

,

a function of a sample of n observations generated from a given distribution

E

0

. It is assumed that T

n

converges in distribution to a known distribution,

typically a standard normal distribution. The methods studied are potentially useful

and relevant in a wide range of statistical problems, including the applications

of bootstrap to condence interval construction and hypothesis testing using

asymptotic pivotal statistics. To see this, suppose

0

n

is an estimator of a certain

Received April 18, 2008; Accepted June 5, 2009

Address correspondence to Tak K. Mak, Department of Decision Sciences and M.I.S.,

JMSB, Concordia University, 1455 De Maisonneuve West, Montreal H3G 1M8, Quebec,

Canada; E-mail: takmak@alcor.concordia.ca

1714

Monte Carlo Quantile Approximation 1715

population parameter 0(E) representing a functional of the distribution E. One

way of constructing bootstrap condence intervals for 0(E) is the percentile-t

method based on the quantiles of the bootstrap sample statistic T

n

=

n(

0(

E)), o

n

, where

E is an estimator of E,

n

is the bootstrap counterpart of

0

n

,

and o

n

is the bootstrap estimate of the asymptotic variance, provided that T

n

is

asymptotically pivotal. In this case, we need to obtain numerically the quantiles

of T

n

, a statistic computed on bootstrap samples generated from the distribution

E

0

=

condence intervals with more accurate nominal coverage probabilities than those

based on an asymptotic normal theory (see, for example, Hall, 1992, Ch. 3). For

example, bootstrap condence intervals have been considered for the estimation of

intraclass correlation (Ukoumunne et al., 2003) and the kappa statistic (Lee and

Fung, 1993) for measuring rater agreement in clinical and psychological studies. The

results obtained in this article also provide the statistician with a computationally

efcient means of comparing the performance of competing estimators for given

population distributions.

In this article, it is seen that t

n:

can be approximated by Monte Carlo simulation

with a numerical error of the order O(n

1

) for any n. There is, however, no

need to perform Monte Carlo simulation for each given n. Following Mak (2004),

simulation is conducted for only two selected sample sizes n

1

and n

2

(say, n

1

- n

2

)

with a different number of bootstrap samples simulated in each case. Given n

1

, we

determine the optimal choice of n

2

and the number of bootstrap samples for each

of these two sample sizes so as to minimize the number of simulated observations

needed to meet a specied accuracy. Interestingly, the results derived are quite

different from those for estimating variances obtained in Mak (2004). The choice

of n

1

is however less straightforward and represents a trade-off between smaller

variance and larger bias, In the estimation of bootstrap distribution functions,

Bickel and Yahav (1988) also used extrapolation and the bootstrap at two sample

sizes smaller than n, but employed a different optimal criterion and did not take into

account inherent errors of resampling. As pointed out by Booth and Sarkar (1998),

numerical errors resulted from resampling an estimated distribution should be

carefully examined, as it is not desirable to have the results of statistical inferences

determined by Monte Carlo errors. They also discussed the use of resampling

to obtain numerically the bootstrap variance and concluded that the number of

resamples needed is considerably larger than what is traditionally thought. A similar

observation was also made in Mak (2004).

The results in the present article provide an efcient way of computing for any n

both the critical value of a statistical test and the power of the test for any parameter

values in the alternative hypothesis. This greatly facilitates the determination of a

sample size to achieve a certain power as required in many clinical trials (Browne,

1995). It takes advantage of modern computing power to relief the statisticians

burden of the need to derive results analytically when they are mathematically

complicated or intractable as is often the case. The theoretical results are presented

in the next section. In Sec. 3, simulation studies are conducted to demonstrate the

results and the effectiveness of the numerical methods developed in Sec. 2.

2. The Main Results

We consider in this section the use of Monte Carlo methods to estimate t

n:

. It

is assumed that as n , T

n

converges in distribution to the standard normal

1716 Mak and Nebebe

distribution. For a large class of estimation problems, such as maximum likelihood

estimation, the limiting distribution is typically normal. However, the discussion

below is actually applicable to any known form of limiting distribution. Assuming

that the distribution function of T

n

can be expanded as a power series in n

1,2

and

using a Cornish-Fisher type of expansion (see, for example, Ch. 2 of Hall, 1992),

the :-level quantile t

n:

can be expressed as, ignoring terms of the order O(n

3,2

),

approximately

t

n:

z

:

+

o

1

n

+

o

2

n

(2.1)

where z

:

is the :-level quantile of the standard normal distribution. This gives a simple

method for approximating t

n:

for any n provided that the constants o

1

and o

2

are

known or can be accurately estimated numerically. Since in (2.1) t

n:

is approximately

a linear function of n

1,2

and n

1

, the unknown coefcients o

1

and o

2

can be uniquely

solved if t

n:

is known for two values of n. In practice, the analytical formof t

n:

is rarely

known but can be estimated to any desired degree of accuracy using simulation or

resampling. Specically, let S

1

, . . . , S

B

be B bootstrap samples, each of size n, obtained

by sampling from the given distribution E

0

. For each bootstrap sample, the statistic T

n

is calculated, yielding B values T

n

(S

1

), . . . , T

n

(S

B

). Let

t

n:

be the sample :-level quantile

based on T

n

(S

1

), . . . , T

n

(S

B

). For large B,

t

n:

has an approximate variance equal to

(see, for example, Gross, 1980; Kuk and Mak, 1989)

1

B]](z

:

)]

2

:(1 :) =

v

B

, (2.2)

say, where ] is the probability density function (pdf) of the standard normal

distribution. Thus,

t

n:

t

n:

+a z

:

+o

1

n

1,2

+o

2

n

1

+a,

where a has approximately zero mean and variance B

1

v. We therefore have the

linear regression model

, =

t

n:

z

:

o

1

n

1,2

+o

2

n

1

+a

with independent variables n

1,2

and n

1

, so that the regression coefcients o

1

and

o

2

can be estimated using the standard generalized least squares theory, provided

that the dependent variable , is computed for several values of n. As in Mak

(2004), we consider only the case of two selected sample sizes n

1

and n

2

with, say,

n

1

- n

2

. The number of bootstrap samples B is allowed to be different for the

two sample sizes so as to optimize the total number of observations needed to be

simulated. Let B

1

and B

2

be the number of bootstrap samples for the sample sizes

n

1

and n

2

, respectively. Let o

1

and o

2

be the resulting estimators of respectively o

1

and o

2

. Also, let Y = (

t

n

1

:

z

:

,

t

n

2

:

z

:

)

and

A = ( o

1

, o

2

)

so that

A = X

1

Y, where

X =

n

1,2

1

n

1

1

n

1,2

2

n

1

2

.

Monte Carlo Quantile Approximation 1717

Then for any n, t

n:

can be estimated by

t

n:

= z

:

+ o

1

n

1,2

+ o

2

n

1

.

Furthermore, the covariance matrix of

A is equal to X

1

V(X

1

)

, where V, a

diagonal matrix with diagonal elements B

1

1

v and B

1

2

v, is the covariance matrix of

Y. Let n

2

= kn

1

and B

2

= B

1

. Then ignoring terms of the order O(n

3,2

), we obtain,

by evaluating the matrix X

1

V(X

1

)

,

Var(

t

n:

) n

1

Var( o

1

) = n

1

B

1

1

vkn

1

(1 k

1,2

)

2

(k

2

+

1

). (2.3)

For any values of n

1

, k, and , a value of B

1

can be determined to achieve a specied

value of the variance of

t

n:

, say e. Equating the right hand side of (2.3) to e and

solving, we have

B

1

= n

1

e

1

vkn

1

(1 k

1,2

)

2

(k

2

+

1

). (2.4)

The total number of observations to be simulated is then

N = n

1

B

1

+n

2

B

2

= n

1

B

1

(1 +k) = n

1

e

1

vkn

1

(1 k

1,2

)

2

(k

2

+

1

)(1 +k).

(2.5)

Thus, choosing a smaller value of n

1

for estimating o

1

and o

2

seems desirable in

order to reduce N. However, a smaller n

1

would also lead to larger bias of

t

n:

for

estimating t

n:

, as will be seen below. On the other hand, k and can be chosen

to minimize the value of N. Minimizing (2.5) with respect to k and , one then

obtains k = 5.295 and = 2.297, regardless of the values of v, n

1

and the sample

size n considered. The results obtained here are different for estimating variances,

in which case k = 4 and = 2 Mak (2004).

The bias for estimating o

1

, o

2

, and t

n:

are given in the following theorem.

Theorem 2.1. For given k and , we have E( o

1

) = o

1

+O(n

1

1

) +O(B

1

1

)n

1,2

1

and

E( o

2

) = o

2

+O(n

1,2

1

) +O(B

1

1

)n

1

.

Proof. Let A = (o

1

, o

2

)

. We have E(

A) = E(X

1

Y) = X

1

(XA +D) = A +X

1

D,

where D is a vector with both components of the form O(n

3,2

1

) +O(B

1

1

) since for

any n,

t

n:

has a bias of the order O(B

1

). The theorem follows since

X

1

= k

1,2

n

3,2

1

(k

1,2

1)

1

(kn

1

)

1

n

1

1

(kn

1

)

1,2

n

1,2

1

.

It follows immediately from the theorem that for any n,

E(

t

n:

) =t

n:

+n

1,2

O(n

1

1

) +n

1,2

O(B

1

1

)n

1,2

1

+n

1

O(n

1,2

1

) +n

1

O(B

1

1

)n

1

+O(n

3,2

).

Let e = a

2

,n, where a is a small constant. Then we have, by (2.4),

B

1

= a

2

vkn

1

(1 k

1,2

)

2

(k

2

+

1

)

1718 Mak and Nebebe

and

E(

t

n:

) = t

n:

+n

1,2

O(n

1,2

1

) +n

1

O(n

1,2

1

) +O(n

1

).

Thus, to reduce the number of bootstrap samples needed, one would like to choose

a smaller n

1

. This, however, will be done at the expense of a larger bias. For large

n

1

, we have, approximately

t

n:

t

n:

+aO

(n

1,2

) +O(n

1

).

Since a is small,

t

n:

is approximately a second order correct endpoint for bootstrap

condence intervals based on a pivotal statistic (Hall, 1992, Ch. 3) if T

n

=

n(

0(

E)), o

n

as dened in Sec. 1.

3. Simulation Studies

Mak and Nebebe (2009) studied numerically the efciencies of using resampling in

a structural relationship to estimate the asymptotic variance of the slope estimate

and compared to those derived analytically. We will use the same experimental

settings to demonstrate numerically the analytical results developed in the previous

section. The availability of an explicit expression of the asymptotic variance reduces

considerably the required amount of numerical computation. In a bilinear structural

relationship, two unobservable variables and p are connected by the linear

relationship p = +[. We observe only , = p +a and x = +o, where o and a

are measurement errors with zero means. Furthermore, o and a are assumed to

be independent and normally distributed with variances o

2

o

and o

2

a

, respectively.

It is well known that in the absence of additional information about the error

variances, the parameters are non identiable. We consider here the case where o

2

o

is known. The slope parameter [ is then estimated by

[ = s

x,

,(s

xx

o

2

o

). Consider

now the studentized statistic T

n

= (

[ [),s

[

, where s

2

[

is the sample estimator

of the asymptotic variance of

[ explicitly given in Mak and Nebebe (2009).

Simulation studies were performed to examine the performance of the Monte

Carlo method in estimating the quantiles of T

n

. We consider the estimation of

the :-quantiles for : = 0.1, 0.5, 0.9. For any n, these quantiles are estimated by

t

:n

with o

1

and o

2

obtained by the method explained in the previous section. We

consider n

1

= 10 and n

1

= 15. The optimal choice n

2

= 5.295n

1

is used for the

other sample size. The efciency of

t

:n

is studied for n = 30 and n = 100. The

true values of t

0.1

, t

0.5

, t

0.9

were computed numerically using a very large number

of simulated samples. Since the implication of errors in quantile estimation is

more difcult to judge, we consider also errors in terms of the corresponding

nominal probabilities. Specically, in addition to examining the error

t

:n

t

:

,

we consider also the deviation E

n

(

t

:n

) E

n

(t

:

) = E

n

(

t

:n

) :, where E

n

is the true

distribution function of T

n

. The asymptotic variance of E

n

(

t

:n

) : is equal to

n

2

= ]](z

:

)]

2

V(

t

:n

). We also dene the relative standard deviation (error) as

r = n,

:(1 :) = ](z

:

)

V(

t

:n

),

fraction of

:(1 :). To achieve a specied value of r one can simply set in (2.4)

e =

r

2

:(1 :)

|](z

:

)]

2

.

Monte Carlo Quantile Approximation 1719

Consequently, (2.4) reduces to

B

1

= n

1

r

2

kn

1

(1 k

1,2

)

2

(k

2

+

1

).

In the simulation studies, B

1

is arbitrary chosen to achieve a relative standard

deviation of r = 0.03 for quantile estimation when n = 100 (for n > 100, the relative

standard deviation is therefore less than 0.03). For n

1

= 10 the number of bootstrap

samples required is B

1

= 867, and B

1

= 1300 for n

1

= 15. The true parameter

values used to generate the bootstrap samples are as in Mak and Nebebe (2009):

= 10, [ = 2, E() = 100, Var() = 900, o

2

o

= 100, o

2

a

= 400.

Thus, for given (n

1

, B

1

, n

2

, B

2

), B

1

and B

2

bootstrap samples of sizes n

1

and n

2

are generated and the estimate

t

n:

as well as E

n

(

t

n:

) are calculated for

: = 0.1, 0.5, 0.9 and n = 30, 100. The process is repeated 100 times to estimate the

numerical mean, standard deviation (and also relative standard deviation in the case

of E

n

(

t

n:

)). The results of the simulation studies are then summarized in Tables 1

and 2.

We rst examine the numerical results for the case n = 100 (Table 1). For

n = 100, the true values of t

0.1

, t

0.5

, t

0.9

are 1.264, 0.046, and 1.322, respectively. It

is clear that the estimated relative standard deviations, though consistently smaller,

are in general close to the specied value of 0.03, for both the cases n

1

= 10 and

n

1

= 15, although the number of bootstrap samples required are considerably higher

for n

1

= 15. Thus, as shown theoretically in Sec. 2, there are not necessarily any

gains in efciency in choosing a larger value for n

1

. It is also interesting to note

Table 1

Mean, standard deviation, and relative standard deviation

of

t

n:

and E

n

(

t

n:

) for n = 100

:

0.10 0.50 0.90

t

n:

E

n

(

t

n:

)

t

n:

E

n

(

t

n:

)

t

n:

E

n

(

t

n:

)

n

1

= 10 Mean 1.262 0.1006 0.046 0.5001 1.329 0.9010

(bias) (0.002) (0.0006) (0.000) (0.0001) (0.007) (0.0010)

Standard 0.035 0.0064 0.026 0.0103 0.032 0.0052

deviation

Relative 0.0212 0.0206 0.0175

standard

deviation

n

1

= 15 Mean 1.263 0.1004 0.044 0.4993 1.330 0.9011

(bias) (0.001) (0.0004) (0.002) (0.0007) (0.008) (0.0011)

Standard 0.029 0.0052 0.023 0.0093 0.032 0.0052

deviation

Relative 0.01724 0.0186 0.0175

standard

deviation

1720 Mak and Nebebe

Table 2

Mean, standard deviation, and relative standard deviation

of

t

n:

and E

n

(

t

n:

) for n = 30

:

0.10 0.50 0.90

t

n:

E

n

(

t

n:

)

t

n:

E

n

(

t

n:

)

t

n:

E

n

(

t

n:

)

n

1

= 10 Mean 1.276 0.1005 0.090 0.5006 1.382 0.8886

(bias) (0.002) (0.0005) (0.002) (0.0006) (0.008) (0.0014)

Standard 0.041 0.0072 0.030 0.0120 0.037 0.0056

deviation

Relative 0.0241 0.0240 0.0187

standard

deviation

n

1

= 15 Mean 1.278 0.1001 0.086 0.4989 1.389 0.8997

(bias) (0.000) (0.0001) (0.002) (0.0011) (0.001) (0.0003)

Standard 0.032 0.0056 0.027 0.0108 0.032 0.0048

deviation

Relative 0.0187 0.0216 0.0161

standard

deviation

that for all the values of : considered, there are no marked differences in bias

between the cases n

1

= 10 and n

1

= 15 (for estimating the three quantiles or in

terms of deviation from the nominal probability :). This suggests that although

theoretically the bias is larger for smaller n

1

, the difference may not be practically

signicant unless the value of n

1

is really small. In fact, most of the estimated

biases are negligible compared to the estimated standard deviations. If no bootstrap

corrections are used so that z

:

is used to approximate t

:

, then E

n

(z

:

) : is equal

to 0.0028, 0.0182, and 0.0073 for, respectively, : = 0.1, 0.5, 0.9. Thus, using the

bootstrap improves on the results based on standard asymptotic theory unless

E

n

(z

:

) : is very small so that no correction is required.

Next, we examine the simulation results for n = 30 (Table 2). For n = 30,

the true values of t

0.1

, t

0.5

, t

0.9

are, respectively, 1.278, 0.088, and 1.390. It is

clear that similar conclusions for the mean (bias), standard deviation, and relative

standard deviation can be drawn as in the case n = 100. However, the relative

standard deviations are higher in the present case compared to those obtained for

the case n = 100. This is expected since for xed B

1

, the variance of

t

n:

is inversely

proportional to n.

4. Conclusions

We address in this article the problem of estimating the quantile of a statistic which

converges in distribution to a known distribution function, typically, but not limited

to, the standard normal distribution. Note that when the limiting distribution is

different than the standard normal, z

:

must be everywhere replaced by the lower :

Monte Carlo Quantile Approximation 1721

quantile of this particular distribution as well as ] in (2.2) by its pdf. It is seen that

a quantile estimate can be obtained for any sample size while simulation is required

for only two selected sample sizes. We study the issue of determining the number

of simulated samples required as well as the optimal allocation of the number of

samples to each sample size. The problem effectively is reduced to determining the

smaller of the two sample sizes, since once it is xed, the other sample size and

the number of bootstrap samples for each sample size can be obtained based on a

certain optimal criterion and variance requirement. In general, the smaller of the

two sample sizes is chosen to minimize bias but one has to strike a balance between

bias and resampling requirement. We do not investigate this issue in this article. In

practice, some preliminary numerical studies may have to be conducted to determine

a reasonable value. This can possibly be carried out along the lines proposed in Mak

(2004) for estimating variances, but the details have to be carefully worked out since

the results for estimating quantiles and variances are quite different as seen in the

present article.

It would also be interesting to extend the results in this article to the case where

the statistic converges in distribution, but the limiting distribution is unknown. It is

conjectured that the numerical method suggested is still applicable, but the results of

the variance and bias studies, as well as the optimal allocation rules could be quite

different.

A potential area of application of the developed methods, as pointed out

in Sec. 1, is bootstrap condence interval construction using asymptotic pivotal

statistics. It is seen that by choosing the variance specication requirement carefully,

one can attain approximately second order correct endpoints for the bootstrap

condence intervals. While bootstrap condence interval using pivotal statistics

can be applied to a wide range of problems for which asymptotic normal theory

applies, some degree of caution is needed. For example, the application to the

estimation of correlation coefcient is known to be less successful. In the latter case

considerable improvement can be obtained by using a transformation to stabilize

variance. Alternatively, Efrons (1987) bias-corrected and accelerated bias-corrected

approaches can be applied, and it would be interesting to examine the use of the

computational methods in this article to these approaches.

Finally, the computation of a pivotal statistic most likely would also require

the asymptotic variance be computed. For maximum likelihood estimation, the

asymptotic variances can be computed numerically quite easily even if an analytical

expression for the expected information matrix is unavailable. For other estimation

problems, other techniques such as the delta method may be employed, but

their analytical derivation may be complicated. Mak and Nebebe (2009) proposed

an efcient method for computing the asymptotic variance using Monte Carlo

simulation even if the nite sample variance does not exist. Their proposed method

can in principle be applied here, but the amount of computation will be substantially

increased, and the details will not be pursued here.

Acknowledgment

The authors are grateful to the referee for the constructive comments leading to the

considerable improvement of the article.

1722 Mak and Nebebe

References

Bickel, P. J., Yahav, J. A. (1988). Richardson extrapolation and the bootstrap. Journal of the

American Statistical Association 83:387393.

Booth, J. G., Sarkar, S. (1998). Monte Carlo approximation of bootstrap variances. American

Statistician 52:354357.

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