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Glen_b
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I completed a Monte Carlo simulation that consisted of 1,000,000one million ($10^6$) individual simulations. The simulation returns a variable, p$p$, that can be either 1 or 0. I then weight the simulations based on predefined criteria and calculate the probability of p$p$. I also calculate a risk ratio using p$p$:

Risk ratio = P(p|test case) / P(p|control case)

$$\text{Risk ratio} = P(p|\text{test case}) / P(p|\text{control case})$$

I had eight Monte Carlo runs, which consist of one control case and seven test cases. 

I need to know if the probabilities of p$p$ are statisticalstatistically different compared to the other cases. I know I can use a multiple comparison test or nonparametric ANOVA to test individual variables, but how do I do this for probabilities?


For example are these two probabilities statistically different?:

Probabilities:

P(p|test #3) = 4.08 X 10^-5$P(p|\text{test #3}) = 4.08 \times 10^{-5}$

P(p|test #4) = 6.10 X 10^-5$P(p|\text{test #4}) = 6.10 \times 10^{-5}$

Risk Ratios:

Risk Ratio(test #3) = 0.089$\text{Risk Ratio}(\text{test #3}) = 0.089$

Risk Ratio (test #4) = 0.119$\text{Risk Ratio}(\text{test #4}) = 0.119$

I completed a Monte Carlo simulation that consisted of 1,000,000 individual simulations. The simulation returns a variable, p, that can be either 1 or 0. I then weight the simulations based on predefined criteria and calculate the probability of p. I also calculate a risk ratio using p:

Risk ratio = P(p|test case) / P(p|control case)

I had eight Monte Carlo runs, which consist of one control case and seven test cases. I need to know if the probabilities of p are statistical different compared to the other cases. I know I can use a multiple comparison test or nonparametric ANOVA to test individual variables, but how do I do this for probabilities?


For example are these two probabilities statistically different?:

Probabilities:

P(p|test #3) = 4.08 X 10^-5

P(p|test #4) = 6.10 X 10^-5

Risk Ratios:

Risk Ratio(test #3) = 0.089

Risk Ratio (test #4) = 0.119

I completed a Monte Carlo simulation that consisted of one million ($10^6$) individual simulations. The simulation returns a variable, $p$, that can be either 1 or 0. I then weight the simulations based on predefined criteria and calculate the probability of $p$. I also calculate a risk ratio using $p$:

$$\text{Risk ratio} = P(p|\text{test case}) / P(p|\text{control case})$$

I had eight Monte Carlo runs, which consist of one control case and seven test cases. 

I need to know if the probabilities of $p$ are statistically different compared to the other cases. I know I can use a multiple comparison test or nonparametric ANOVA to test individual variables, but how do I do this for probabilities?


For example are these two probabilities statistically different?:

Probabilities:

$P(p|\text{test #3}) = 4.08 \times 10^{-5}$

$P(p|\text{test #4}) = 6.10 \times 10^{-5}$

Risk Ratios:

$\text{Risk Ratio}(\text{test #3}) = 0.089$

$\text{Risk Ratio}(\text{test #4}) = 0.119$

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Elpezmuerto
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Test if probabilities are statistically different?

I completed a Monte Carlo simulation that consisted of 1,000,000 individual simulations. The simulation returns a variable, p, that can be either 1 or 0. I then weight the simulations based on predefined criteria and calculate the probability of p. I also calculate a risk ratio using p:

Risk ratio = P(p|test case) / P(p|control case)

I had eight Monte Carlo runs, which consist of one control case and seven test cases. I need to know if the probabilities of p are statistical different compared to the other cases. I know I can use a multiple comparison test or nonparametric ANOVA to test individual variables, but how do I do this for probabilities?


For example are these two probabilities statistically different?:

Probabilities:

P(p|test #3) = 4.08 X 10^-5

P(p|test #4) = 6.10 X 10^-5

Risk Ratios:

Risk Ratio(test #3) = 0.089

Risk Ratio (test #4) = 0.119