Extreme value estimation for a function of a random sample using binomial moments scheme and Boolean functions of events

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• 作者：Jinwook Lee^a ; ^{jinwook.lee@drexel.edu} ; Jongpil Kim^b ; ^{jpkim@cs.rutgers.edu} ; Andrá ; s Pré ; kopa^c ; ^{andras.prekopa@gmail.com}
• 关键词：Function of a random sample ; Binomial moments scheme ; Boolean functions of events
• 刊名：Discrete Applied Mathematics
• 出版年：2017
• 出版时间：11 March 2017
• 年：2017
• 卷：219
• 期：Complete
• 页码：210-218
• 全文大小：743 K
• 卷排序：219

文摘

We propose a novel optimization model to find reliable bounds of a real valued function of a simple random sample from a population. If the sample size is nn, then the function would be a function of nn i.i.d. random variables (by simple random sampling). Comprehensive evaluation by simulation is challenging when the function is asymmetric, requiring a large number of simulations for desired statistical precision. The proposed model is based on the binomial moments to construct a systematic mathematical form, and is further developed by utilizing Boolean logic. Numerical examples are presented.