3.1 Introduction
The estimation of parameters in probability distributions is a basic problem in
statistics that one tends to encounter already during the very first course on the
subject. Along with the estimate itself we are usually interested in its accuracy,
which is can be described in terms of the bias and the variance of the estimator,
as well as confidence intervals around it. Sometimes, such measures of accuracy
can be derived analytically. Often, they can not. Bootstrap is a technique that
can be used to estimate them numerically from a single data set
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