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Estimation of a Probability with Guaranteed Normalized Mean Absolute Error
Citation
Mendo Tomás, Luis (2009). Estimation of a Probability with Guaranteed Normalized Mean Absolute Error. "IEEE Communications Letters", v. 13 (n. 11); pp. 817-819. https://doi.org/10.1109/LCOMM.2009.091128.
Description
| Title: | Estimation of a Probability with Guaranteed Normalized Mean Absolute Error |
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| Author/s: |
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| Item Type: | Article |
| Título de Revista/Publicación: | IEEE Communications Letters |
| Date: | November 2009 |
| Volume: | 13 |
| Subjects: | |
| Freetext Keywords: | Monte Carlo methods, sequential estimation, mean absolute error, simulation |
| Faculty: | E.T.S.I. Telecomunicación (UPM) |
| Department: | Señales, Sistemas y Radiocomunicaciones |
| Creative Commons Licenses: | None |
Abstract
The estimation of a probability p from repeated Bernoulli trials is considered in this letter. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute error of the unbiased estimator of p. The results given permit the estimation of an arbitrary probability with a prescribed level of normalized mean absolute error.
More information
| Item ID: | 3222 |
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| DC Identifier: | https://oa.upm.es/3222/ |
| OAI Identifier: | oai:oa.upm.es:3222 |
| DOI: | 10.1109/LCOMM.2009.091128 |
| Official URL: | http://ieeexplore.ieee.org/ |
| Deposited by: | Dr. Luis Mendo |
| Deposited on: | 02 Jun 2010 07:54 |
| Last Modified: | 20 Apr 2016 12:46 |
