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Estimation of a Probability with Guarant...
Mendo, Luis...
Estimation of a Probability with Guaranteed Normalized Mean Absolute Error by Mendo, Luis ( Author )
N.A
24-04-2009
The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute error of the unbiased estimator of p. The results given permit the estimation of an arbitrary probability with a prescribed level of normalized mean absolute error.
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Article
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English
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MYR 0.00
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https://arxiv.org/abs/0904.3812
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