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Avtomatika i Telemekhanika, 2017, Issue 10, Pages 130–138
(Mi at14591)
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This article is cited in 1 scientific paper (total 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.
Citation:
Yu. S. Kan, V. R. Sobol', “Asymptotic confidence interval for conditional probability at decision making”, Avtomat. i Telemekh., 2017, no. 10, 130–138; Autom. Remote Control, 78:10 (2017), 1837–1844
Linking options:
https://www.mathnet.ru/eng/at14591 https://www.mathnet.ru/eng/at/y2017/i10/p130
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Abstract page: | 356 | Full-text PDF : | 1914 | References: | 36 | First page: | 19 |
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