A theory of truncated inverse sampling

DOI10.1080/07474946.2018.1554888zbMATH Open1421.62113arXiv0810.5551OpenAlexW2964083162MaRDI QIDQ4634014FDOQ4634014

Xin-Jia Chen

Publication date: 7 May 2019

Published in: Sequential Analysis (Search for Journal in Brave)

Abstract: In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit formulas and computational methods for designing sampling schemes to ensure prescribed levels of precision and confidence for point estimators. Moreover, we have developed interval estimation methods.

Full work available at URL: https://arxiv.org/abs/0810.5551

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zbMATH Keywords

random walkconfidence intervaluncertaintysequential estimationbounded random variableMonte Carlo estimationnonasymptotic methodtruncated inverse sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Nonparametric tolerance and confidence regions (62G15) Sequential estimation (62L12)

Cites Work

• Probability Inequalities for Sums of Bounded Random Variables
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• On Excess Over the Boundary
• Estimation of a probability with optimum guaranteed confidence in inverse binomial sampling
• ON A METHOD OF ESTIMATING FREQUENCIES
• An Optimal Algorithm for Monte Carlo Estimation
• Sampling algorithms for estimating the mean of bounded random variables
• Inverse Sampling for Nonasymptotic Sequential Estimation of Bounded Variable Means

Cited In (1)

• Title not available (Why is that?)

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