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Use bootstrap to quantify simulation precision #14

Open tadamcz opened 1 year ago

tadamcz commented 1 year ago

Currently, values for the quantiles and moments are provided without any indication as to their precision:

All values are displayed to 3 significant figures. The actual precision achieved by the simulation depends on your distribution.

I believe one could use the bootstrap to quantify the uncertainty that is due to the finite sample size of the simulation.

Challenges

Extreme quantiles could be hard / impossible to apply bootstrap to. See https://stats.stackexchange.com/questions/220018/estimating-quantiles-by-bootstrap