How to compute p-Values
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 > > > > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.