DATA OldFaithful;
  INFILE "OldFaithful.dat";
  INPUT waiting @@;
RUN;

*Generate the nonparametric bootstrap data;
PROC SURVEYSELECT DATA=OldFaithful OUT=NonParBootstraps REP=10000
  METHOD = URS /*Unrestricted random sampling (with replacement)*/
  SAMPRATE = 1 /*Keep size of orginal data, n=272*/
  OUTHITS; /*Output repeated values*/
RUN;

ODS OUTPUT ParameterEstimates=NPBootPars;
PROC NLMIXED DATA=NonParBootstraps;
  BY Replicate;
  PARMS p=0.5 mu=55 sigma=5 nu=80 tau=5;
  BOUNDS 0<p<1, 0<sigma, 0<tau;
  ll=log( p*PDF("NORMAL",waiting,mu,sigma)+
          (1-p)*PDF("NORMAL",waiting,nu,tau) );
  MODEL waiting ~ GENERAL(ll);
RUN;

PROC UNIVARIATE DATA=NPBootPars NOPRINT;
  CLASS parameter (ORDER=DATA);
  VAR estimate;
  OUTPUT OUT=BootStrapCIs MEAN=Mean STD=Std_Error PCTLPTS=2.5 97.5 PCTLPRE=Q; 
RUN;

PROC PRINT DATA=BootStrapCIs NOOBS LABEL; 
  LABEL Q2_5="CI lower limit" Q97_5="CI upper limit";
RUN;