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تسجيل مستخدم جديدSub-Gaussian mean estimators
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نشر من قبل
Roberto Imbuzeiro Oliveira
تاريخ النشر
2015
مجال البحث
الاحصاء الرياضي
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English
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We discuss the possibilities and limitations of estimating the mean of a real-valued random variable from independent and identically distributed observations from a non-asymptotic point of view. In particular, we define estimators with a sub-Gaussian behavior even for certain heavy-tailed distributions. We also prove various impossibility results for mean estimators.
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