Lecture Date: September 14, 2020 - Monday
Lecturer: Dr. Hamdi Kavak
In this lecture, we will explore a list of statistics and visualization concepts that are useful for conducting verification and validation. These concepts include
- Random variables and pseudo number generators
- Uncertainty and confidence interval
- Significance tests
- Similarity tests
- Box plots, Q-Q Plots, and P-P plots
- Tom Kennedy, Monte Carlo Methods - Course Notes: Chapter 3 - Pseudo-random number generators. Link: https://www.math.arizona.edu/~tgk/mc/book_chap3.pdf
- Paul Glasserman, Managerial Statistics - Course Notes: Confidence Intervals. Link: https://www0.gsb.columbia.edu/faculty/pglasserman/B6014/ConfidenceIntervals.pdf
- Jeremy Orloff and Jonathan Bloom. Introduction to Probability and Statistics - Course Notes: Summary of various significance tests.Link: https://ocw.mit.edu/courses/mathematics/18-05-introduction-to-probability-and-statistics-spring-2014/related-resources/MIT18_05S14_nhst.pdf
- Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1/2), 81-93.
- Gnanadesikan, R., & Wilk, M. B. (1968). Probability plotting methods for the analysis of data. Biometrika, 55(1), 1-17.