Confidence intervals for average success probabilities

• Autorzy: Mattner, L. , Tasto, C.
• Języki publikacji: EN

Abstrakty

EN

We provide Buehler-optimal one-sided and valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes. Contrary to some claims in the literature, the one-sided Clopper-Pearson intervals for the homogeneous case are not completely robust here, not even if applied to hypergeometric estimation problems.

Słowa kluczowe

EN

Bernoulli convolution; binomial distribution inequality; Clopper-Pearson; hypergeometric distribution; inhomogeneous Bernoulli chain; Poisson-binomial distribution; robustness

• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2015
• Tom: Vol. 35, Fasc. 2
• Strony: 301--312
• Opis fizyczny: Bibliogr. 16 poz.

Twórcy

autor

Mattner, L.

• Universität Trier, Fachbereich IV – Mathematik, 54286 Trier, Germany,

autor

Tasto, C.

• Universität Trier, Fachbereich IV – Mathematik, 54286 Trier, Germany,

Bibliografia

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Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).