I use bootstrapping all the time. Such an easy way to estimate variance of your mean, median, variance, etc. The most important issue I've come across is to mak

I use bootstrapping all the time. Such an easy way to estimate variance of your mean, median, variance, etc. The most important issue I've come across is to make sure that your experiments are really as random as you can get. Otherwise you can end up with biases due to systematically picking outliers.