Confidence intervals for average success probabilities

Autor

  • Lutz Mattner
  • Christoph Tasto

Słowa kluczowe:

Bernoulli convolution, binomial distribution inequality, Clopper–Pearson, hypergeometric distribution, inhomogeneous Bernoulli chain, Poisson-binomial distribution, robustness

Abstrakt

We provide Buehler-optimal one-sided and valid two-sided confidence intervals for the average success probability of a possibly inhomogeneous fixed length Bernoulli chain, based on the number of observed successes. Contrary to some claims in the literature, the one-sided Clopper–Pearson intervals for the homogeneous case are not completely robust here, not even if applied to hypergeometric estimation problems.

Pobrania

Opublikowane

2015-12-23

Numer

Dział

Artykuły [1035]