IEEE - Institute of Electrical and Electronics Engineers, Inc. - Unbiased Monte Carlo estimator with guaranteed confidence

2008 IEEE 9th Workshop on Signal Processing Advances in Wireless Communications

Author(s): L. Mendo ; J.M. Hernando
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 July 2008
Conference Location: Recife, Brazil
Conference Date: 6 July 2008
Page(s): 625 - 628
ISBN (CD): 978-1-4244-2046-9
ISBN (Paper): 978-1-4244-2045-2
DOI: 10.1109/SPAWC.2008.4641683
Regular:

This paper considers the uniformly minimum variance unbiased estimator of a probability p based on inverse binomial sampling. It is shown that the confidence associated to intervals of the form... View More

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