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Just a note

Notice that because like all percentile intervals, this assumes that when is rescaled to normal, its mean bias and median bias are identical.
    In which case:
  • When is unbiased we would expect (on average) that half (0.5) your bootstrap estimates are more than your sample estimate, then pb = p(* > ) = 0.5
  • On the other hand, if was positively biased, we might expect (say) pb = p(* > ) = 0.6