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A measure of asymptotic efficiency for tests of a h ypothesis based on the sum of obser- vations,

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Probability Estimation with Truncated Inverse Binomial Sampling

math.ST · 2019-08-19 · conditional · novelty 5.0

A truncated inverse binomial stopping rule can certify a mixed absolute-relative error bound for a probability estimate with a worst-case sample count near a quarter of the beta/alpha ratio times the Chernoff-Hoeffding count.

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  • Probability Estimation with Truncated Inverse Binomial Sampling math.ST · 2019-08-19 · conditional · none · ref 5

    A truncated inverse binomial stopping rule can certify a mixed absolute-relative error bound for a probability estimate with a worst-case sample count near a quarter of the beta/alpha ratio times the Chernoff-Hoeffding count.