$解:(1)方法一:\frac{2}{\sqrt {5}+\sqrt{3}}=\frac{2×(\sqrt{5}-\sqrt {3})}{(\sqrt{5}-\sqrt{3})(\sqrt{5}+\sqrt{3})}=\sqrt{5}-\sqrt{3}$
$方法二:\frac{2}{\sqrt {5}+\sqrt{3}}=\frac{(\sqrt{5})^{2}-(\sqrt {3})^{2}}{\sqrt{5}+\sqrt{3}}=\sqrt{5}-\sqrt{3}$
$(2)\frac{3}{\sqrt{11}-2\sqrt {2}}=\frac{3×(\sqrt{11}+2\sqrt {2})}{(\sqrt{11}-2\sqrt {2})(\sqrt{11}+2\sqrt {2})}=\sqrt{11}+2\sqrt {2}$
$\frac{4}{\sqrt{15}-\sqrt{11}}=\frac{4×(\sqrt{15}+\sqrt{11})}{(\sqrt{15}-\sqrt{11})(\sqrt{15}+\sqrt{11})}=\sqrt{15}+ \sqrt{11}$
$∵2\sqrt {2}< \sqrt{15}∴ \sqrt{11}+2\sqrt {2}< \sqrt{15}+ \sqrt{11}$
$∴\frac{3}{\sqrt{11}-2\sqrt {2}}<\frac{4}{\sqrt{15}-\sqrt {11}}$