MIE360 9QuantValid

MIE360 9QuantValid - MIE360: System Modeling and Simulation...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: MIE360: System Modeling and Simulation Lecture Notes Daniel Frances 2010 1 Lecture 9 Are the Actuals significantly different than the Simulated Data Observation Actual Simulated 1 3.5 4.1 2 4.2 1.7 3 3.2 2.3 4 5.1 1.9 5 2.8 0.5 Normally it can be assumed that these two sets of data are independent, as the sequence of the runs was entirely random (generated from different seeds) The approach is then to develop a confidence interval for the difference of the means, referred to as a Modified 2-sample-t or Welshs Confidence Interval. Lets refer to X as the Real data and Y as the simulated data. Lets assume for now that 5 is large enough for the CLT (to be revised later) Then the average of the Actuals is normally distributed with mean X = 3.76 and x S = 0.907/ 5=0.41 Similarly the average of the Simulated results is normally distributed with Y = 2.1 and Y S =0.58 Theorem: Any linear combination a 1 X 1 + a 2 X 2 + + a n X n of independently and normally distributed...
View Full Document

Page1 / 2

MIE360 9QuantValid - MIE360: System Modeling and Simulation...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online