Two comments: (1) You have not told us what other distribution(s) are
possible; in the absence of this information it is imopssible to assess
how likely it may be for one particular datum to have "come from" (i.e.,
to have been randonly drawn from) the distribution of interest.
(2) You cannot "determine" whether the "real-world" datum came from
this distribution, in any case. At best, one might be able to describe
its likelihood of having been drawn from this distribution, relative to
its likelihood of having emerged if some other distribution were the
datum-generator, so to speak; and even this only by making assumptions
that might well be argued to be unreasonable.
On Fri, 9 Feb 2001, Ravi Bapna wrote:
> i am looking for a way to determine whether an observation from the
> real-world (one data point) comes from a distribution that has been
> created out of a simulation process. the simulation is repeated 30
> times, so there are that many data points.
>
> the idea is to test whether the simulation process replicates the
> real-world phenomenon, of which we have only one observation.
With only one datum, this sounds impossible to me.
> i would even be comfortable with something that tells me, "there is a
> high likelihood of drawing the real-world observation from the
> distribution created by the simulation."
Don't see how you can even do this. If the simulation produces a large
number of different possible values, all you can say is that the
probability that this distribution produces that particular value is "p",
and "p" isn't likely to be very large, I shouldn't think.
----------------------------------------------------------------------
Donald F. Burrill [EMAIL PROTECTED]
348 Hyde Hall, Plymouth State College, [EMAIL PROTECTED]
MSC #29, Plymouth, NH 03264 (603) 535-2597
Department of Mathematics, Boston University [EMAIL PROTECTED]
111 Cummington Street, room 261, Boston, MA 02215 (617) 353-5288
184 Nashua Road, Bedford, NH 03110 (603) 471-7128
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