Estimating Maximum Expected Value through Gaussian Approximation
نویسندگان
چکیده
Theorem 2. If we compare the expected value of DE reported in Equation (4) with the value of the estimator WE in Equation (3), we can notice strong similarities. The main difference is that in DE the sample mean of variable Xi and its probability of being the maximum are computed w.r.t. two independent set of samples, while in WE these two quantities are positively correlated. It follows that WE has a positive bias w.r.t. DE.
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