Simulation methods, in particular Efron's (1979) bootstrap, are being applied more and more widely in statistical inference. Given data, (X1,* ,Xn), distributed according to P belonging to a hypothesized model P the basic goal is to estimate the distribution Lp of a function Tn (X1, * *Xn,P). The bootstrap presupposes the existence of an estimate P (X1, Xn) and consists of estimating Lp by the ...
