III. HOME WORK PROBLEMS

7. SPREAD SHEET EXERCISE


Implement a spread sheet example of Ordinal Optimization as described in lecture notes:


Fig. 4 Spread Sheet Implementation of Generic Experiment

Column 1 models the N (=200) alternatives and the true order 1 through N. Column 2 shows the linearly increasing OPC from 1 through N (= 200). The rate of OPC increase with respect to the noise variance sigma2 essentially determines the estimation or approximation error of . This is shown by the random noise generated in column 3 which in this case has a large range U(0,100). Column 4 display the corrupted (or estimated) performance. When we sort on the column 4 we can directly observe the alignment in column 1, i.e., how many numbers 1 through g are in the top-g rows. Try this and you will be surprised! It takes less than two minutes to setup on EXCEL or Lotus 1-2-3. Replicate the spread sheet calculations several times to get an estimate of P(|G intsc S| > k) = ?.




See ANSWER


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