Optimal estimator of hypothesis probability for data mining problems with small samples

• Autorzy: Piegat A , Landowski M.
• Języki publikacji: EN

Abstrakty

EN

The paper presents a new (to the best of the authors' knowledge) estimator of probability called the "[...] completeness estimator" along with a theoretical derivation of its optimality. The estimator is especially suitable for a small number of sample items, which is the feature of many real problems characterized by data insufficiency. The control parameter of the estimator is not assumed in an a priori, subjective way, but was determined on the basis of an optimization criterion (the least absolute errors).The estimator was compared with the universally used frequency estimator of probability and with Cestnik's m-estimator with respect to accuracy. The comparison was realized both theoretically and experimentally. The results show the superiority of the [...] completeness estimator over the frequency estimator for the probability interval ph (0.1, 0.9). The frequency estimator is better for ph [0, 0.1] and ph [0.9, 1].

Słowa kluczowe

EN

single case problem; probability estimation; frequency interpretation of probability; completeness interpretation of probability; uncertainty theory

PL

estymacja prawdopodobieństwa; interpretacja częstotliwości prawdopodobieństwa; interpretacja kompletności prawdopodobieństwa; teoria niepewności

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2012
• Tom: Vol. 22, no. 3
• Strony: 629--645
• Opis fizyczny: Bibliogr. 33 poz., rys., tab., wykr.

Twórcy

autor

Piegat A

autor

Landowski M.

• Faculty of Computer Science, West Pomeranian University of Technology, Żołnierska 49, 71-210 Szczecin, Poland,

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