# how to understand Bootstrap t - method

Here is the definition of bootstrap t-method in book Statistics and Data Analysis for Financial Engineering with R examples page 144. But I cannot understand:

1. Here $$\bar{Y}$$ is really the population mean (resampling), but random variable itself is not normal. How can equation (6.8) be a t-distribution approximately (I remember the condition of Gaussian is necessary for t-distribution)?

2. Suppose equation (6.8) is t-distribution, then why do we use $$\alpha/2$$ quantiles of resamples but not use the $$\alpha/2$$ t-value?

Confidence Interval for a General Parameter:

Basic Bootstrap Interval: