The simple percentile bootstrap gives correct intervals when the statistic is symmetrical and unbiased, it is transformation respecting, and does not suggest impossible parameter values.
Where there is no normalising transformation the simple and backwards intervals can seriously undercover when the statistic is skewed.
Studentized bootstrap intervals tend to be conservative - in other words 2-sided intervals are too wide.
statistics4all
commented
6 years ago
The simple percentile bootstrap gives correct intervals when the statistic is symmetrical and unbiased, it is transformation respecting, and does not suggest impossible parameter values.
Where there is no normalising transformation the simple and backwards intervals can seriously undercover when the statistic is skewed.
Studentized bootstrap intervals tend to be conservative - in other words 2-sided intervals are too wide.