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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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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Revision as of 02:26, 1 July 2023
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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