On Estimation and Optimization of Probability

Details On Estimation and Optimization of Probability On Estimation and Optimization of Probability

2008-04-09

arxiv.org/abs/0804.1399v2

Mathematics

Statistics Theory

8 pages, no figure, added proof

Scientific paper

In this paper, we develop a general approach for probabilistic estimation and optimization. An explicit formula is derived for controlling the reliability of probabilistic estimation based on a mixed criterion of absolute and relative errors. By employing the Chernoff bound and the concept of sampling, the minimization of a probabilistic function is transformed into an optimization problem amenable for gradient descendent algorithms.

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