Title :
Estimation of a probability with guaranteed normalized mean absolute error
Author_Institution :
E. T S. Ing. de Telecomun., Polytech. Univ. of Madrid, Madrid, Spain
fDate :
11/1/2009 12:00:00 AM
Abstract :
The estimation of a probability p from repeated Bernoulli trials is considered in this letter. 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.
Keywords :
error analysis; probability; sequential estimation; Bernoulli trials; closed-form expression; normalized mean absolute error; probability estimation; sequential approach; unbiased estimator; Bit error rate; Closed-form solution; Distribution functions; Error analysis; Estimation error; Mean square error methods; Random variables; Sampling methods; Telecommunications; Upper bound; Monte Carlo methods, sequential estimation, mean absolute error, simulation;
Journal_Title :
Communications Letters, IEEE
DOI :
10.1109/LCOMM.2009.091128
