Estimation of a Probability with Guaranteed Normalized Mean Absolute Error

Luis Mendo

doi:10.1109/lcomm.2009.091128

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arXiv · 0904.3812

Estimation of a Probability with Guaranteed Normalized Mean Absolute Error

Luis Mendo

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Abstract

The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute error of the unbiased estimator of p. The results given permit the estimation of an arbitrary probability with a prescribed level of normalized mean absolute error.

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Luis Mendo. 2009-04-24. Estimation of a Probability with Guaranteed Normalized Mean Absolute Error. https://doi.org/10.1109/lcomm.2009.091128

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