IEE 475: Lecture J4 (2025-11-18): Estimation of Relative Performance скачать в хорошем качестве

IEE 475: Lecture J4 (2025-11-18): Estimation of Relative Performance

In this lecture, we review what we have learned about one-sample confidence intervals (i.e., how to use them as graphical versions of one-sample t-tests) for absolute performance estimation in order to motivate the problem of relative performance estimation. We introduce two-sample confidence intervals (i.e., confidence intervals on DIFFERENCES based on different two-sample t-tests) that are tested against a null hypothesis of 0. This means covering confidence interval half widths for the paired-difference t-test, the equal-variance (pooled) t-test, and Welch's unequal variance t-test. Each of these different experimental conditions sets up a different standard error of the mean formula and formula for degrees of freedom that are used to define the actual confidence interval half widths (centered on the difference in sample means in the pairwise comparison of systems). Next time, we will generalize to the case of more than 2 systems, particularly for "ranking and selection (R&S)." That will let us review the multiple-comparisons problem (and Bonferroni correction) and how post hoc tests (after an ANOVA) are more statistically powerful ways to do comparisons. This lecture was recorded by Theodore P. Pavlic as part of IEE 475 (Simulating Stochastic Systems) at Arizona State University.