Distribution-free confidence intervals for measurement of effective bandwidth

DOI10.1239/JAP/1014842279MaRDI QIDQ4503221zbMATH OpenOpenAlexFDO

Authors László Györfi, András Rácz, Ken R. Duffy, Fergal Toomey, John T. Lewis

Publication date 21 November 2000

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL http://eprints.maynoothuniversity.ie/1822/1/HamiltonDistribution.pdf

zbMATH Keywords

confidence intervalseffective bandwidthHoeffding's inequalitylarge deviations

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Nonparametric tolerance and confidence regions (62G15) Traffic problems in operations research (90B20)

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Cited in

(2)

• The Large Deviations of Estimating Rate Functions
• How to estimate the rate function of a cumulative process

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