What would your estimate look like, if you'd sampled again?
The nonparametric bootstrap answers that question without a second data collection wave.
It treats your one sample as a stand-in for the population, draws new samples from it
with replacement, and recomputes your statistic each time — building up a picture
of how much that statistic would bounce around if the world handed you a different sample.
STEP 01
Bring in a sample
Type your own values, paste a list from a spreadsheet, or generate a sample from a known
distribution to see the logic play out on data you already trust.
Your sample, plotted at true value (each point is one observation)
STEP 02
Draw resamples, with replacement
Each resample below is drawn from your n observations — same size, drawn
with replacement, so some observations appear more than once and others not at all. We'll draw
this many resamples, and compute one statistic from each.
B = 100B = 1000B = 5000
Resamples will appear here as they're drawn — the first several are shown in full so you can see the mechanics; the rest are drawn instantly and folded into the distribution below.
STEP 03
Read the bootstrap distribution
This histogram is the distribution of your chosen statistic across every resample —
the bootstrap's estimate of how that statistic would vary from sample to sample.
bootstrap resamplesstatistic in your original sample95% bootstrap interval
Peek under the hood — see the first resamples' actual draws