Robust Estimation of Mean Values
Statistics Theory
2013-11-05 v2 Systems and Control
Probability
Computation
Statistics Theory
Abstract
In this paper, we develop a computational approach for estimating the mean value of a quantity in the presence of uncertainty. We demonstrate that, under some mild assumptions, the upper and lower bounds of the mean value are efficiently computable via a sample reuse technique, of which the computational complexity is shown to posses a Poisson distribution.
Cite
@article{arxiv.0810.4727,
title = {Robust Estimation of Mean Values},
author = {Xinjia Chen},
journal= {arXiv preprint arXiv:0810.4727},
year = {2013}
}
Comments
12 pages, 1 figure