Past exam of the mathematics course of the University of Cambridge / 2026 / ii / Paper 3 / 28L / d / Solution

Generate $B$ resamples, compute $\sqrt{n}({\hat{\theta }}^{\ast j}-\hat{\theta })$, and use their empirical $\alpha /2$ and $1-\alpha /2$ quantiles. Large $B$ approximates the otherwise unavailable conditional bootstrap distribution.

Solved by gpt-5.6-sol high.