May 27, 2014
This script creates a dialog to do simulations of a bootstrap simulation to test bootstrap confidence interval coverages.
Inspired by Efron (1987) and others' works. A good example of a case where a bootstrap confidence interval under-covers the
true parameter is bootstrapping for the variance of a standard normal distribution.
The dialog created by the script allows a user to simulate data from a variety of different distributions and parameters
and test the coverage of bootstrap confidence intervals for a handful of common statistics.
Refer to this blog for more information.