I am trying to calculate the coverage probability of my bootstrapping method to know whether the method that I have is valid. However, all that i have is the samples, without knowing the true distribution. All of the examples that I researched assume known distribution (Binomial, Normal, etc). Can you guys help me on this? Thanks!

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    $\begingroup$ Why aren't you bootstrapping the coverage probability? $\endgroup$ – whuber Oct 9 '20 at 14:04

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