I read the problem a bit differently than Andreas. I thought you were trying to create a *substitute* for the parametric t-test.

A p-value is not a statement about a group of tests. It is a statement about one sample of data in comparison with the theoretical (in the case of the parametric test), or on your case, with the bootstrap distribution. You want to construct a CDF of your distribution of means/s.d. values and package it up in a form that would allow you to return the *proportion* of values (the "p-value") above one particular new sample value.

?ecdf #will give you information on how to turn 1000 realizations into a function, it's really pretty simple.

If your sample of potentially (but not necessarily) t-like statistics is tt then ttCDF <- ecdf(tt) will return nothing, but result in ttCDF becoming a function. Then with a sample value mean_a to test, you get useful results with:

ttCDF(mean_a)

Turning this into a "test" requires a bit more packaging but it think the road is clear ahead.

--
David Winsemius


On Jan 14, 2009, at 4:52 AM, Andreas Klein wrote:

Hello.


How can I compute the Bootstrap p-Value for a one- and two sided test, when I have a bootstrap sample of a statistic of 1000 for example?

My hypothesis are for example:

1. Two-Sided: H0: mean=0 vs. H1: mean!=0
2. One Sided: H0: mean>=0 vs. H1: mean<0



I hope you can help me


Thanks in advance


Regards,
Andreas




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