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2-sample bootstrap test in python
def bootstrap_test(higher, lower, n=100000):
xs = higher
ys = lower
m = np.mean(xs) - np.mean(ys)
zs = np.concatenate((xs,ys))
boots = np.random.choice(ys, size=(n,len(zs)))
return np.sum(np.mean(boots[:,0:len(xs)], 1) - np.mean(boots[:,len(xs)+1:], 1) > m)
# test whether the mean of the array `higher` is higher than the mean of the array `lower`
def bootstrap_pvalue(higher, lower, n=100000):
return bootstrap_test(higher, lower, n=100000) / n
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