Percentile bootstrap confidence interval

A percentile bootstrap confidence interval takes the lower and upper chosen quantiles of the conditional bootstrap distribution of the estimator itself. With $B$ simulated estimates, ranks near $(B+1)\alpha /2$ and $(B+1)(1-\alpha /2)$ provide an approximate central $1-\alpha$ confidence interval. Unlike a basic bootstrap confidence interval, the endpoints are not reflected about the observed estimate. Coverage requires suitable regularity and accurate bootstrap approximation; the ranks do not establish exact finite-sample coverage.