Different version of the joke. Some other comedian (I forget who) told it like this:
I sat next to a woman on an airplane. She was a sex researcher. I asked her what the biggest misconceptions about sex are and she said:
"People think that black males are typically the best endowed. Turns out that it is native American men. Also, people assume Italian men are the most skilled lovers. Turns it it is Jewish men. I'm sorry, I didn't catch you name..."
"Goldstein. Tonto Goldstein."