Use bootstrap to quantify simulation precision #14
Description
Currently, values for the quantiles and moments are provided without any indication as to their precision:
All values are displayed to 3 significant figures. The actual precision achieved by the simulation depends on your distribution.
I believe one could use the bootstrap to quantify the uncertainty that is due to the finite sample size of the simulation.
Challenges
- Extreme quantiles could be hard / impossible to apply bootstrap to. See https://stats.stackexchange.com/questions/220018/estimating-quantiles-by-bootstrap