Solution
= Solution
Generate $B$ resamples, compute $\sqrt n(\hat\theta^{*j}-\hat\theta)$, and use their empirical $\alpha/2$ and $1-\alpha/2$ quantiles. Large $B$ approximates the otherwise unavailable conditional <bootstrap> distribution.
= Solution
Generate $B$ resamples, compute $\sqrt n(\hat\theta^{*j}-\hat\theta)$, and use their empirical $\alpha/2$ and $1-\alpha/2$ quantiles. Large $B$ approximates the otherwise unavailable conditional <bootstrap> distribution.