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May 27, 2014

R Integration: Bootstrap Confidence Interval Simulator

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.