Asymptotic confidence interval for conditional probability at decision making

DOI10.1134/S0005117917100071MaRDI QIDQ683459zbMATH OpenOpenAlexFDO

Authors Yu. S. Kan, V. R. Sobol'

Publication date 6 February 2018

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117917100071

zbMATH Keywords

interval estimationconditional probabilityasymptotic confidence interval

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Compound decision problems in statistical decision theory (62C25)

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Cites work

• scientific article; zbMATH DE number 703467 (Why is no real title available?)
• Confidence Intervals for the Conditional Probability of Misallocation in Discriminant Analysis
• Distribution-Free Confidence Intervals for Conditional Probabilities and Ratios of Expectations
• On guaranteed sample volume in the problem of estimating unknown probability

Cited in

(4)

• Confidence estimates of allele probabilities: nominal versus actual confidence level
• A justification of conditional confidence intervals
• On interpretation of indistinguishability in the problem of interval estimation of unknown probability
• A Mathematical Framework for Statistical Decision Confidence

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