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