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Interval estimation of the probability distribution function

  • Analysis and Synthesis of Signals and Images
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Optoelectronics, Instrumentation and Data Processing Aims and scope

Abstract

The Moivre — Laplace asymptotics is used to construct an interval estimate of the probability distribution function that is an interval with random boundaries, which covers the true value of the distribution function with a given confidence factor. It is shown that the use of the asymptotic instead of a binomial probability distribution results in an error whose value is tolerable for small sampling sizes and monotonically reduces with decreases sampling size.

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Authors and Affiliations

  1. Far Eastern Federal University, ul. Sukhanova 8, Vladivostok, 690950, Russia

    E. L. Kuleshov

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  1. E. L. Kuleshov
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Correspondence to E. L. Kuleshov.

Additional information

Original Russian Text © E.L. Kuleshov, 2015, published in Avtometriya, 2015, Vol. 51, No. 2, pp. 23–26.

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Kuleshov, E.L. Interval estimation of the probability distribution function. Optoelectron.Instrument.Proc. 51, 120–123 (2015). https://doi.org/10.3103/S875669901502003X

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  • DOI: https://doi.org/10.3103/S875669901502003X

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