Bootstrap failure for a uniform endpoint
ID: bootstrap-failure-for-a-uniform-endpoint
For a continuous uniform distribution on , the scaled maximum gap tends to a unit-rate exponential distribution. An ordinary bootstrap sample includes the unique observed maximum with probability . The bootstrap maximum gap therefore retains an atom at zero, whereas the target limit is continuous. This proves failure of the ordinary empirical bootstrap for this endpoint functional; consistency of the endpoint estimate alone does not justify resampling its extreme-value limit.
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