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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2017 Issue 10, Pages 130–138 (Mi at14591)

This article is cited in 1 paper

Stochastic Systems

Asymptotic confidence interval for conditional probability at decision making

Yu. S. Kan, V. R. Sobol'

Moscow Aviation Institute (National Research University), Moscow, Russia

Abstract: Consideration was given to construction of a unilateral asymptotic confidence interval for an unknown conditional probability of the event $A$ under the condition $B$. Analytical expressions for the boundaries of such interval were obtained for various a priori restrictions on the probabilities of the events $A$ and $B$ such that the probability of the event $B$ is separable from zero by a certain value, as well that there exists an upper a priori restriction on the probability of the event $A$. The interval estimates obtained were compared in precision.

Keywords: asymptotic confidence interval, interval estimation, conditional probability.

Presented by the member of Editorial Board: A. I. Kibzun

Received: 04.12.2016


 English version:
Automation and Remote Control, 2017, 78:10, 1837–1844

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