The estimators of a probability events by incomplete observations | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2009. № 4 (9).

The estimators of a probability events by incomplete observations

There is considered a problem of statistical estimation of a probability of the product of twoevents on the basis of complete and incomplete observations. The estimators with using additionalinformation by incomplete observations are suggested and investigated.*0, ( ) 0,( )( )( ) 0. ( ) ( ),( )nnXYnnmnP Bn P A BP A B n m P B P A B m P Bn m P B= ⎧⎪⎪ + ⎪  = + ⎨  ⎪ + ⎪+ ⎪⎩Here Pn(A×B) and Pn(B), Pm(B) are empirical probabilities, n is a size incomplete observations,m is a size complete observations. The results are illustrated by numerical examples.There is considered a problem of statistical estimation of a probability of the product of twoevents on the basis of complete and incomplete observations. The estimators with using additionalinformation by incomplete observations are suggested and investigated.

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Keywords

adaptive estimation of the probability, additional information, complete and incomplete observations, адаптивные оценки вероятностей, дополнительная информация, комплектные и некомплектные наблюдения

Authors

NameOrganizationE-mail
Dmitriev Yu.G.dmit70@mail.ru
Knazeva A.A.amili@mail.ru
Всего: 2

References

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 The estimators of a probability events by incomplete observations | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2009. № 4 (9).

The estimators of a probability events by incomplete observations | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2009. № 4 (9).

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