Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events (Q505450): Difference between revisions
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Property / author | |||
Property / author: Prékopa, András / rank | |||
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Property / author: Prékopa, András / rank | |||
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The authors consider the following problem. Given function \(f\) of \(n\) variables and a random sample \(X = (X_1, \dots, X_n)\) find lower an upper bounds, \(l\) and \(u\), such that \(P(l \leq f(X) \leq u) \simeq 1\). They note that these numbers might be obtained by solving two optimization problems: \(\min f(x)\) subject to \(x \in \Omega\), \(\max f(x)\) subject to \(x \in \Omega\), where \(\Omega\) is the set of all possible realizations of \(X\). Them they show a method to deal with them based on the binomial moments to construct a systematic mathematical form, and Boolean logic. | |||
Property / review text: The authors consider the following problem. Given function \(f\) of \(n\) variables and a random sample \(X = (X_1, \dots, X_n)\) find lower an upper bounds, \(l\) and \(u\), such that \(P(l \leq f(X) \leq u) \simeq 1\). They note that these numbers might be obtained by solving two optimization problems: \(\min f(x)\) subject to \(x \in \Omega\), \(\max f(x)\) subject to \(x \in \Omega\), where \(\Omega\) is the set of all possible realizations of \(X\). Them they show a method to deal with them based on the binomial moments to construct a systematic mathematical form, and Boolean logic. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Jerzy Ombach / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6676777 / rank | |||
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Property / zbMATH Keywords | |||
function of a random sample | |||
Property / zbMATH Keywords: function of a random sample / rank | |||
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binomial moments scheme | |||
Property / zbMATH Keywords: binomial moments scheme / rank | |||
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Boolean functions of events | |||
Property / zbMATH Keywords: Boolean functions of events / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.dam.2016.11.010 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2560035350 / rank | |||
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Property / cites work | |||
Property / cites work: Closed Form Two-Sided Bounds for Probabilities that At Least <i>r</i> and Exactly <i>r</i> Out of <i>n</i> Events Occur / rank | |||
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Property / cites work | |||
Property / cites work: Boole-Bonferroni Inequalities and Linear Programming / rank | |||
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Property / cites work | |||
Property / cites work: Q4838490 / rank | |||
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Property / cites work | |||
Property / cites work: Q4830009 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 08:30, 13 July 2024
scientific article
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English | Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events |
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Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events (English)
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23 January 2017
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The authors consider the following problem. Given function \(f\) of \(n\) variables and a random sample \(X = (X_1, \dots, X_n)\) find lower an upper bounds, \(l\) and \(u\), such that \(P(l \leq f(X) \leq u) \simeq 1\). They note that these numbers might be obtained by solving two optimization problems: \(\min f(x)\) subject to \(x \in \Omega\), \(\max f(x)\) subject to \(x \in \Omega\), where \(\Omega\) is the set of all possible realizations of \(X\). Them they show a method to deal with them based on the binomial moments to construct a systematic mathematical form, and Boolean logic.
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function of a random sample
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binomial moments scheme
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Boolean functions of events
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