Question

If we wish to obtain a​ 95% confidence interval of a parameter using the bootstrap​ method, we determine the​ _______ percentile and the​ _______ percentile of the resampled distribution.

Answer 1

2.5th percentile and the 97.5th percentile.

Explanation:

We have that to find our
`\alpha` level, that is the subtraction of 1 by the confidence interval divided by 2. So:

`\alpha = (1-0.95)/(2) = 0.025`

So we obtain the 0.025*100 = 2.5th percentile and the (1-0.025)*100 = 97.5th percentile.

So the answer is:

2.5th percentile and the 97.5th percentile.