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Re: MatLab randn and Simulation Step Numbers
Posted:
Apr 26, 2005 12:45 PM


OK, first I thought it was because the number of runs was too low. This could have been a problem because on the tail of the distributions n_expected(bin i) a fraction when it divides the squared difference might inflate the values.
No such luck.
A statistician friend of mine says when the number of simulation runs is very high (>10^6), the chi square test is so sensitive that it can be thrown off by deviations from ideality.
All of which is totally counterintuitive to my notion that more sampling should yield more accurate/better results.
Matt



