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