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.
Keywords
adaptive estimation of the probability, additional information, complete and incomplete observations, адаптивные оценки вероятностей, дополнительная информация, комплектные и некомплектные наблюденияAuthors
Name | Organization | |
Dmitriev Yu.G. | dmit70@mail.ru | |
Knazeva A.A. | amili@mail.ru |
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