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Do you know Bradley Efron? He's a great man.
How did Efron imagine or think about "bootstrap" for the first time?

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It's common knowledge that Angels descending from the heavens above to supply this valuable piece of statistical insight. –  Glen Apr 3 at 4:35
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Angels? Surely not. Fischer whispers to you in your tea as you're making it. And if it's really late at night, Kolmogorov and Feller shout at you from your vodka glass. –  rocinante Apr 3 at 4:38

1 Answer 1

In his own words:

My first thoughts on the bootstrap centered around variance and bias estimation. This was natural enough given the bootstrap’s roots in the jackknife literature, with Quenouille (1949) on bias and Tukey (1958) on variance setting the agenda. The oldest note I can find says simply “What is the jackknife an approximation to?” Poor English, but a good question that resulted in the 1977 Rietz Lecture, “Bootstrap Methods: Another Look at the Jackknife” (Efron, 1979). Jaeckel’s (1972) Bell Labs memorandum on the infinitesimal jackknife was particularly helpful in answering the approximation question.

http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.367.4292&rep=rep1&type=pdf

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I love that the question asks about Efron's first thought and the answer literally opens with a quotation from Efron describing his first thoughts. –  Behacad Apr 3 at 4:53

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