Currently, the bootstrap intervals can be calculated with two alternative
methods: "percentile" or "basic". The "percentile"
intervals correspond to Efron's \(100\cdot\)prob% intervals
@see @efron_1979, also Equation 5.18 by @davison_hinkley_1997 and Equation 3 by @gel_etal_2017, @chen_etal_2018_snowbootsnowboot:
$$(\theta^*_{[B\alpha/2]}, \theta^*_{[B(1-\alpha/2)]}),$$
where \(\theta^*_{[B\alpha/2]}\) and \(\theta^*_{[B(1-\alpha/2)]}\)
are empirical quantiles of the bootstrap distribution with B bootstrap
replications for parameter \(\theta\)
(\(\theta\) can be the \(f(k)\) or \(\mu\)),
and \(\alpha = 1 -\) prob.
The "basic" method produces intervals
@see Equation 5.6 by @davison_hinkley_1997snowboot:
$$(2\hat{\theta} - \theta^*_{[B(1-\alpha/2)]}, 2\hat{\theta} - \theta^*_{[B\alpha/2]}),$$
where \(\hat{\theta}\) is the sample estimate of the parameter.
Note that this method can lead to negative confidence bounds, especially
when \(\hat{\theta}\) is close to 0.