14 hypothesis testing bank example validate i o

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14 Hypothesis Testing [Bank Example: Validate I-O Transformation] square6 Compare the average delay from the model Y with the actual delay Z (continued): box2 Null hypothesis testing: evaluate whether the simulation and the real system are the same (w.r.t. output measures): square6 If H 0 is not rejected, then, there is no reason to consider the model invalid square6 If H 0 is rejected, the current version of the model is rejected, and the modeler needs to improve the model 0 1 4 3 minutes 4.3 minutes H : E(Y) . H : E(Y) =
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8 15 Hypothesis Testing [Bank Example: Validate I-O Transformation] Simulation Model Average Delay Times Y 1 , Y 2 , …, Y 6 iid random variables Replication Average Delay 1 2.79 2 1.12 3 2.24 Replication Average Delay 4 3.45 5 3.13 6 2.38 16 Hypothesis Testing [Bank Example: Validate I-O Transformation] box2 Conduct the t test: square6 Choose level of significance ( α = 0.5 ) and sample size ( n = 6 ). square6 Compute the same mean and sample standard deviation over the n replications: square6 Compute test statistics: square6 Hence, reject H
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  • Spring '12
  • abraham
  • Null hypothesis, Statistical hypothesis testing, Verification, Verification and validation, Validation

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