Jump to content

Bootstrap error-adjusted single-sample technique

From Wikipedia, the free encyclopedia
This is an old revision of this page, as edited by SmackBot (talk | contribs) at 10:28, 28 February 2011 (Dated {{Clarify}}. (Build p607)). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

In statistics, the bootstrap error-adjusted single-sample technique (BEST) is a non-parametric method for estimating the distribution of a sample.[1] It is based on a statistical method called bootstrapping. BEST provides advantages over other methods such as the Mahalanobis metric, because it does not assume equal covariance for all spectral groups[clarification needed] or that each group is drawn for a normally distributed population.[2]

Application

BEST is used in detection of sample tampering in pharmaceutical products. Valid (unaltered) samples are defined as those that fall inside the cluster of training-set points when the BEST is trained with unaltered product samples. False (tampered) samples are those that fall outside of the same cluster.[1]

References

  1. ^ a b Lodder, R.A.; Selby, M.; Hieftje, G.A. (1987) Anal. Chem., 59, (15), 1921–1930 [full citation needed]
  2. ^ Efron, B.; Gong, G. (1983) American Statistician, 37 (1), 36–48 [full citation needed]