ترغب بنشر مسار تعليمي؟ اضغط هنا

Multistage Estimation of Bounded-Variable Means

107   0   0.0 ( 0 )
 نشر من قبل Xinjia Chen
 تاريخ النشر 2009
  مجال البحث
والبحث باللغة English
 تأليف Xinjia Chen




اسأل ChatGPT حول البحث

In this paper, we develop a multistage approach for estimating the mean of a bounded variable. We first focus on the multistage estimation of a binomial parameter and then generalize the estimation methods to the case of general bounded random variables. A fundamental connection between a binomial parameter and the mean of a bounded variable is established. Our multistage estimation methods rigorously guarantee prescribed levels of precision and confidence.



قيم البحث

اقرأ أيضاً

171 - Xinjia Chen 2010
In this article, we derive an explicit formula for computing confidence interval for the mean of a bounded random variable. Moreover, we have developed multistage point estimation methods for estimating the mean value with prescribed precision and co nfidence level based on the proposed confidence interval.
159 - Xinjia Chen 2012
In this paper, we develop a general approach for probabilistic estimation and optimization. An explicit formula and a computational approach are established for controlling the reliability of probabilistic estimation based on a mixed criterion of abs olute and relative errors. By employing the Chernoff-Hoeffding bound and the concept of sampling, the minimization of a probabilistic function is transformed into an optimization problem amenable for gradient descendent algorithms.
147 - Xinjia Chen 2009
In this paper, we study the classical problem of estimating the proportion of a finite population. First, we consider a fixed sample size method and derive an explicit sample size formula which ensures a mixed criterion of absolute and relative error s. Second, we consider an inverse sampling scheme such that the sampling is continue until the number of units having a certain attribute reaches a threshold value or the whole population is examined. We have established a simple method to determine the threshold so that a prescribed relative precision is guaranteed. Finally, we develop a multistage sampling scheme for constructing fixed-width confidence interval for the proportion of a finite population. Powerful computational techniques are introduced to make it possible that the fixed-width confidence interval ensures prescribed level of coverage probability.
100 - Xinjia Chen 2009
In this paper, we have established a unified framework of multistage parameter estimation. We demonstrate that a wide variety of statistical problems such as fixed-sample-size interval estimation, point estimation with error control, bounded-width co nfidence intervals, interval estimation following hypothesis testing, construction of confidence sequences, can be cast into the general framework of constructing sequential random intervals with prescribed coverage probabilities. We have developed exact methods for the construction of such sequential random intervals in the context of multistage sampling. In particular, we have established inclusion principle and coverage tuning techniques to control and adjust the coverage probabilities of sequential random intervals. We have obtained concrete sampling schemes which are unprecedentedly efficient in terms of sampling effort as compared to existing procedures.
118 - Xinjia Chen 2011
In this paper, we have developed new multistage tests which guarantee prescribed level of power and are more efficient than previous tests in terms of average sampling number and the number of sampling operations. Without truncation, the maximum samp ling numbers of our testing plans are absolutely bounded. Based on geometrical arguments, we have derived extremely tight bounds for the operating characteristic function. To reduce the computational complexity for the relevant integrals, we propose adaptive scanning algorithms which are not only useful for present hypothesis testing problem but also for other problem areas.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا