摘要翻译:
在给定误差范围和置信度的情况下,准确地确定二项式参数估计的最小样本量是一个“不可能完成的任务”,这是一种常见的争论。本文研究了这样一个非常古老但又非常重要的问题,证明了求精确解的困难并非不可克服。与经典的基于中心极限定理的近似样本量方法不同,我们提出了一种不需要任何近似的计算最小样本量的新方法。此外,我们的方法克服了现有的严格样本容量方法的保守性,这些方法是由伯努利定理或切尔诺夫界导出的。我们的计算机器由两个基本成分组成。首先,我们证明了在二项式参数的有限多个值的离散集上,有界于区间的二项式参数的最小覆盖概率是达到的。这允许将复盖概率的无限多个评估减少为有限多个评估。其次,提出了一种递归边界技术,进一步提高了计算效率。
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英文标题:
《Exact Computation of Minimum Sample Size for Estimation of Binomial
Parameters》
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作者:
Xinjia Chen
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最新提交年份:
2007
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分类信息:
一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such a very old but also extremely important problem and demonstrate that the difficulty for obtaining the exact solution is not insurmountable. Unlike the classical approximate sample size method based on the central limit theorem, we develop a new approach for computing the minimum sample size that does not require any approximation. Moreover, our approach overcomes the conservatism of existing rigorous sample size methods derived from Bernoulli's theorem or Chernoff bounds. Our computational machinery consists of two essential ingredients. First, we prove that the minimum of coverage probability with respect to a binomial parameter bounded in an interval is attained at a discrete set of finite many values of the binomial parameter. This allows for reducing infinite many evaluations of coverage probability to finite many evaluations. Second, a recursive bounding technique is developed to further improve the efficiency of computation.
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PDF链接:
https://arxiv.org/pdf/707.2113