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.
Archived lectures from undergraduate course on stochastic simulation given at Arizona State University by Ted Pavlic
Tuesday, November 3, 2020
Lecture J1 (2020-11-03): Estimation of Absolute Performance, Part 1
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