SLIDE 71 Network Security, WS 2008/09, Chapter 9 71 IN2045 – Dis crete Event Simulation, WS 2011/2012 71
Les s on for the author: Common errors for t tes ts and confidence intervals
Recall: “But unles s the dis tribution of your s amples is very s trange or very
different, us ing the t-tes t is us ually OK.”
If you do not have many s amples (les s than ~30), then you mus t check that your
input data looks more or les s normally dis tributed
- At leas t check that the dis tribution does not look terribly s kewed
- Better: do a QQ plot
- Even better: us e a normality tes t
You might make many runs , group them together and exploit the Central Limit
Theorem to get normally dis tributed data, but…:
- Warning: Only defined if the variance of your s amples is finite!
- Therefore won’t work with, e.g., Pareto-dis tributed s amples ( <2)
α
You mus t ens ure that the s amples are not correlated!
- For example, a time s eries is often autocorrelated
- Group s amples and calculate their average (Central Limit Theorem); make
groups large enough to let autocorrelation vanis h
- Check with ACF plot
- r autocorrelation tes t
- r s tationarity tes t