Introduction

According to Efron and Tibshirani [1], "The bootstrap is a computer-based method for assigning measures of accuracy to sample estimates." This remarkable computational technique allows us to generate an estimate of the sampling distribution of almost any statistic using very simple methods. There are several books and articles that explain the statistical theory behind this method, including [1], which provides an excellent introduction. There are also two notebooks available on MathSource that implement the bootstrap in Mathematica [2, 3].