What's... uhhh... the deal with the bootstrap?

You may be pleased to hear that you, dear reader, are already set up for a keen understanding of the bootstrap based on the material in Chapter 5, Using Data to Reason about the World. Specifically, recall how the subject of sampling distributions of sample means was broached (if you need to refer back to the section, please do!). In our very hands-on creation of our first sampling distribution of sample means, we created a vector of 10,000 normally distributed (mean of 65, and standard deviation of 3.5) values representing a population of the heights of US women in inches. We then took 10,000 samples of size 40 from this population, took means of those samples, and plotted this distribution.

Call to mind that this sampling distribution had a mean equal to the population mean, and a standard deviation of population standard deviation divided by the square root of the sample size. Recall that the standard deviation of the sampling distribution...