Re: Significance level of a simulation

In article <6j4Me.55869$2U1.3057842@xxxxxxxxxxxx>,
"Cristiano" <cristiano.pi@xxxxxxxxxx> wrote:

> The process I simulate takes in input 2 parameters and outputs N integer
> numbers with normal distribution (with known mean and variance).

If you are restricting the outputs to integers, then the process is NOT
normal. It is at best approximately normal. Perhaps you could better
model it with a suitable discrete distribution (binomial? Poisson?) and
match the moments?

If, for example, a binomial model with parameters n and p works well
then a normal approximation will work tolerably well if both np and
n(1-p) are greater than 10, i.e., modest n for p near 0.5 and increasing
requirements for n as p gets closer to zero or one.
.

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