Asymptotic confidence interval for conditional probability at decision making
| Autor: | Yuri S. Kan, V. R. Sobol |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
0209 industrial biotechnology
010102 general mathematics Posterior probability Law of total probability Conditional probability 02 engineering and technology Conditional probability distribution 01 natural sciences Confidence interval 020901 industrial engineering & automation Regular conditional probability Control and Systems Engineering Applied mathematics 0101 mathematics Electrical and Electronic Engineering Conditional variance Event (probability theory) Mathematics |
| Zdroj: | Automation and Remote Control. 78:1837-1844 |
| ISSN: | 1608-3032 0005-1179 |
| DOI: | 10.1134/s0005117917100071 |
| Popis: | 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. |
| Databáze: | OpenAIRE |
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