>More interestingly, things like revenue/visitor have a known probability distribution.

This actually depends. Based on my experience at a very early stage startup, it was definitely not the case for some datasets (I even tried fiddling with various well-known distribution's parameters).

If I recall correctly, I believe that the bootstrap had some asymptotic guarantee on the rate of convergence (although my memory is hazy on this)?

EDIT: never mind, it is asymptotic, hence not finite-sample necessarily.