A theory of truncated inverse sampling

DOI10.1080/07474946.2018.1554888MaRDI QIDQ4634014zbMATH OpenOpenAlexFDO

Authors Xin-Jia Chen

Publication date 7 May 2019

Published in Sequential Analysis (Search for Journal in Brave)

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 1461225 (Why is no real title available?)
• An Optimal Algorithm for Monte Carlo Estimation
• Estimation of a probability with optimum guaranteed confidence in inverse binomial sampling
• Inverse sampling for nonasymptotic sequential estimation of bounded variable means
• ON A METHOD OF ESTIMATING FREQUENCIES
• On Excess Over the Boundary
• Probability Inequalities for Sums of Bounded Random Variables
• Sampling algorithms for estimating the mean of bounded random variables
• Sequential Methods and Their Applications

Cited in

(2)

• Inverse sampling for nonasymptotic sequential estimation of bounded variable means
• scientific article; zbMATH DE number 1295005 (Why is no real title available?)

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