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On guaranteed sample volume in the problem of estimating unknown probability

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Abstract

For the problems of statistical estimation of unknown probability, consideration was given to determination of the sample volume guaranteeing the desired accuracy of estimation with the desired confidence probability. This problem was solved using an approach which was developed earlier by the present authors based on constructing guaranteeing confidence intervals for estimation of the unknown parameters in the cases where the central limit theorem is used to construct the asymptotic confidence intervals. The guaranteeing confidence intervals differ from the asymptotic intervals in a correction allowing for the error of the central limit theorem in the case of using a finite sample. Explicit expressions for the guaranteeing sample volume were given.

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Authors and Affiliations

  1. Federal State Unitary Enterprise, State Institute of Aviation Systems, Moscow, Russia

    A. V. Kan

  2. Moscow State Aviation Institute, Moscow, Russia

    Yu. S. Kan

Authors
  1. A. V. Kan
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  2. Yu. S. Kan
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Original Russian Text © A.V. Kan, Yu.S. Kan, 2010, published in Avtomatika i Telemekhanika, 2010, No. 3, pp. 46–53.

This work was supported by the Russian Foundation for Basic Research, projects nos. 09-08-00369, 09-08-00750.

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Kan, A.V., Kan, Y.S. On guaranteed sample volume in the problem of estimating unknown probability. Autom Remote Control 71, 406–412 (2010). https://doi.org/10.1134/S0005117910030045

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  • DOI: https://doi.org/10.1134/S0005117910030045

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