论文标题
独立伯努利试验的平均成功概率,简单的Buehler-最佳置信区间
Simple Buehler-optimal confidence intervals on the average success probability of independent Bernoulli trials
论文作者
论文摘要
为非相同的Bernoulli参数的平均值提供了单面置信区间。这些置信区间表示为Bernoulli游戏总数,回合和置信度水平的分析功能。在所有信心水平上,都证明了这些界限的紧密度,即作为最严格可能的单调间隔。对于所有置信度有效的简单间隔还具有紧密的保证。最后,讨论了提出的置信区间在顺序采样中的应用。
One-sided confidence intervals are presented for the average of non-identical Bernoulli parameters. These confidence intervals are expressed as analytical functions of the total number of Bernoulli games won, the number of rounds and the confidence level. Tightness of these bounds in the sense of Buehler, i.e. as the strictest possible monotonic intervals, is demonstrated for all confidence levels. A simple interval valid for all confidence levels is also provided with a tightness guarantee. Finally, an application of the proposed confidence intervals to sequential sampling is discussed.