The bootstrap percentile method is appealing due to its simplicity. However it depends on ∗ the bootstrap distribution of x based on a particular sample being a good approximation
to the true distribution of x. Rice says of the percentile method, “Although this direct
equation of quantiles of the bootstrap sampling distribution with confidence limits may
seem initially appealing, it’s rationale is somewhat obscure.” 2. In short, don’t use it.
Use the empirical bootstrap instead (we have explained both in the hopes that you won’t
confuse the empirical bootstrap for the percentile bootstrap).