Bounding Means of Discrete Distributions

Eric Bax; Frédéric Ouimet

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arXiv · 2109.02538

Bounding Means of Discrete Distributions

Eric Bax·Frédéric Ouimet

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Abstract

We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with known category-based values. For small sample sizes, we show how to leverage the knowledge of the set of possible values to compute bounds that are stronger than for general random variables such as standard concentration inequalities.

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Eric Bax, Frédéric Ouimet. 2021-09-06. Bounding Means of Discrete Distributions. https://arxiv.org/abs/2109.02538

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