Inverse Sampling for Nonasymptotic Sequential Estimation of Bounded Variable Means
نویسندگان
چکیده
منابع مشابه
Inverse Sampling for Nonasymptotic Sequential Estimation of Bounded Variable Means
In this paper, we consider the nonasymptotic sequential estimation of means of random variables bounded in between zero and one. We have rigorously demonstrated that, in order to guarantee prescribed relative precision and confidence level, it suffices to continue sampling until the sample sum is no less than a certain bound and then take the average of samples as an estimate for the mean of th...
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It is a ubiquitous problem to estimate the means of bounded random variables. Specially, the problem of estimating the probability of an event can be formulated as the estimation of the mean of a Bernoulli variable. Moreover, in many applications, one needs to estimate a quantity μ which can be bounded in [0, 1] after proper operations of scaling and translation. A typical approach is to design...
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ژورنال
عنوان ژورنال: Sequential Analysis
سال: 2013
ISSN: 0747-4946,1532-4176
DOI: 10.1080/07474946.2013.843323