Lecture J1 (2020-11-03): Estimation of Absolute Performance, Part 1

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IEE 475: Simulating Stochastic Systems

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In this lecture, we continue to discuss hypothesis testing -- introducing parametric, non-parametric, exact, and non-exact tests and reviewing the assumptions behind many popular parameterized tests (like the t-test and ANOVA) and non-exact tests (Chi-square test). We then move to discuss the multiple-comparisons problem ("fishing") and Bonferroni correct. We end with an introduction to the estimation of absolute performance in simulated systems.