Title :
Estimation of a median point by stochastic approximation
Author_Institution :
Subotica Tech - Coll. of Appl. Sci. Subotica, Subotica, Serbia
Abstract :
Suppose that a researcher wants to estimate the fifty percent quantile point, i.e. median. The aim of this paper is to investigate stochastic approximation and opportunities of applying stochastic approximation to statistical median point estimation for random variable with unknown distribution function.
Keywords :
function approximation; random functions; sequential estimation; statistical distributions; stochastic processes; distribution function; median point estimation; random variable; statistical median point; stochastic approximation; Approximation methods; Convergence; Noise; Noise measurement; Optimization; Probability distribution; Random variables;
Conference_Titel :
Intelligent Systems and Informatics (SISY), 2010 8th International Symposium on
Conference_Location :
Subotica
Print_ISBN :
978-1-4244-7394-6
DOI :
10.1109/SISY.2010.5647296
