DiscoverIEE 475: Simulating Stochastic SystemsLecture I (2024-10-31): Statistical Reflections
Lecture I (2024-10-31): Statistical Reflections

Lecture I (2024-10-31): Statistical Reflections

Update: 2024-11-05
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 In this lecture, we review statistical fundamentals – such as the origins of the t-test, the meaning of type-I and type-II error (and alternative terminology for both, such as false positive rate and false negative rate) and the connection to statistical power (sensitivity). We review the Receiver Operating Characteristic (ROC) curve and give a qualitative description of where it gets its shape in a hypothesis test. We close with a validation example (from Lecture H) where we use a power analysis on a one-sample t-test to help justify whether we have gathered enough data to trust that a simulation model is a good match for reality when it has a similar mean output performance to the real system.

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Lecture I (2024-10-31): Statistical Reflections

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Lecture I (2024-10-31): Statistical Reflections

Lecture I (2024-10-31): Statistical Reflections

Theodore P. Pavlic