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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2010 Issue 3, Pages 46–53 (Mi at789)

This article is cited in 1 paper

Processing of Experimental Data

On guaranteed sample volume in the problem of estimating unknown probability

A. V. Kana, Yu. S. Kanb

a Federal State Unitary Enterprise, State Institute of Aviation Systems, Moscow, Russia
b Moscow State Aviation Institute, Moscow, Russia

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.

PACS: 02.50.Le

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

Received: 02.03.2009


 English version:
Automation and Remote Control, 2010, 71:3, 406–412

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