On the binomial confidence interval and probabilistic robust control

DOI10.1016/J.AUTOMATICA.2004.04.016MaRDI QIDQ705485zbMATH OpenOpenAlexFDO

Authors Jorge L. Aravena, Xin-Jia Chen, Kemin Zhou

Publication date 31 January 2005

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0805.1572

zbMATH Keywords

confidence intervalsMonte Carlo methodsrobust controlsafety

Mathematics Subject Classification ID

Reliability and life testing (62N05) Reliability, availability, maintenance, inspection in operations research (90B25) Sensitivity (robustness) (93B35) Stochastic systems in control theory (general) (93E03)

Abstract: The Clopper-Pearson confidence interval has ever been documented as an exact approach in some statistics literature. More recently, such approach of interval estimation has been introduced to probabilistic control theory and has been referred as non-conservative in control community. In this note, we clarify the fact that the so-called exact approach is actually conservative. In particular, we derive analytic results demonstrating the extent of conservatism in the context of probabilistic robustness analysis. This investigation encourages seeking better methods of confidence interval construction for robust control purpose.

Recommendations

• Generalised Clopper–Pearson confidence intervals for the binomial proportion
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• Explicit Formula for Constructing Binomial Confidence Interval with Guaranteed Coverage Probability
• scientific article; zbMATH DE number 804212

Cites work

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