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The term, 'bootstrap confidence interval coverage' is the combination of three concepts: 1. bootstrapping 2. confidence interval 3. coverage probability

  1. bootstrapping: The bootstrapping is the resampling method to calculate a statistic. It draws $N$ samples randomly from the original sample with replacement and calculates $N$ statistic with each of the new samples.

  2. confidence interval(CI): The CI is the interval where the calculated statistic for the specific data sample would lay inside with a given probability.

  3. coverage probability: The coverage probability is the given probability we require. The calculated statistic from the bootstrapping would be inside the CI with the coverage probability.

Summing up, the CI of the statistic is calculated from the bootstrapped samples. And the probability with which the statistic for a given data sample would be inside the CI is the quantity described by the 'bootstrap confidence interval coverage'.

hbadger19042
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