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Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 2020, Volume 162, Book 1, Pages 91–97
DOI: https://doi.org/10.26907/2541-7746.2020.1.91-97
(Mi uzku1547)
 

Binomial probability estimates with restrictions on their $d$-risks

R. F. Salimov, I. A. Kareev

Kazan Federal University, Kazan, 420008 Russia
References:
Abstract: The standard problem of assessing the proportion of substandard products was considered in the framework of the Bayesian paradigm in the sense of the problem of optimal estimation. This problem was reduced to assessing the probability of success in a binomial scheme with a quadratic loss function for which a prior beta distribution applies. Unlike the classical approach to parameter estimation, we used the $d$-posterior approach to construct statistical guarantee solutions. Estimates with the uniformly minimal $d$-risk and the Bayesian estimate are constructed. The last one is necessary for designing a $d$-guaranteed sequential “first crossing” procedure. The sequential procedure leads to significant reduction of the inspection volume of products batch. In this regard, the task of planning the volume of tests that guarantees a given restriction on $d$-risk was solved.
Keywords: binomial probability estimate, Bayesian estimate, estimate with uniformly minimal $d$-risk, quadratic loss function, prior Beta distribution, necessary sample size.
Funding agency Grant number
Russian Foundation for Basic Research 18-31-00094
The study was supported by the Russian Foundation for Basic Research (project no. 18-31-00094).
Received: 24.12.2019
Bibliographic databases:
Document Type: Article
UDC: 519.233.22
Language: Russian
Citation: R. F. Salimov, I. A. Kareev, “Binomial probability estimates with restrictions on their $d$-risks”, Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki, 162, no. 1, Kazan University, Kazan, 2020, 91–97
Citation in format AMSBIB
\Bibitem{SalKar20}
\by R.~F.~Salimov, I.~A.~Kareev
\paper Binomial probability estimates with restrictions on their $d$-risks
\serial Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
\yr 2020
\vol 162
\issue 1
\pages 91--97
\publ Kazan University
\publaddr Kazan
\mathnet{http://mi.mathnet.ru/uzku1547}
\crossref{https://doi.org/10.26907/2541-7746.2020.1.91-97}
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    Uchenye Zapiski Kazanskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki
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