Estimation of a probability with optimum guaranteed confidence in inverse binomial sampling
نویسندگان
چکیده
منابع مشابه
Estimation of a probability with optimum guaranteed confidence in inverse binomial sampling
Sequential estimation of a probability p by means of inverse binomial sampling is considered. For μ1, μ2 > 1 given, the accuracy of an estimator p̂ is measured by the confidence level Pr[p/μ2 ≤ p̂ ≤ pμ1]. The confidence levels c0 that can be guaranteed for p unknown, i.e. such that Pr[p/μ2 ≤ p̂ ≤ pμ1] ≥ c0 for all p ∈ (0, 1), are investigated. It is shown that, within the general class of randomiz...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2010
ISSN: 1350-7265
DOI: 10.3150/09-bej219