Evaluating the Validation of a Monte Carlo Simulation of Binary Time Series.

Abstract

A statistical technique has been developed for the validation of a Monte Carlo simulation process or other processes whose results can be reduced to a finite time sequence of equally spaced events with dichotomous outcomes. Essential to the technique is the Bahadur-Lazarsfeld representation of the probability distribution of the populations consisting of all binary vectors with a specific number of elements. This paper analyzes the properties of the test and the adequacy of the Bahadur-Lazarsfeld representation for practical application purposes. It examines the probability of rejection which results when the significance level alpha is specified and computes the power of the test when the null hypothesis is tested against known alternatives. The evidence collected suggests that the statistical test is an adequate tool for the purposes for which it was designed. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 19, 1980
Accession Number
ADA094143

Entities

People

  • Diego R. Roque

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Energy and Power Technologies
  • Sensors

DTIC Thesaurus Topics

  • Acoustic Detectors
  • Computational Science
  • Computers
  • Data Science
  • Demography
  • Detection
  • Estimators
  • Information Science
  • Intervals
  • Military Research
  • Monte Carlo Method
  • Observation
  • Probability Distributions
  • Random Variables
  • Statistical Algorithms
  • Statistical Tests
  • Surveillance

Fields of Study

  • Mathematics

Readers

  • Aerospace Test and Evaluation
  • Statistical inference.

Technology Areas

  • Space