On the Mean Absolute Error in Inverse Binomial Sampling

Details On the Mean Absolute Error in Inverse Binomial Sampling On the Mean Absolute Error in Inverse Binomial Sampling

2009-04-24

arxiv.org/abs/0904.3812v1

Mathematics

Statistics Theory

2 figures

Scientific paper

A closed-form expression and an upper bound are obtained for the mean
absolute error of the unbiased estimator of a probability in inverse binomial
sampling. The results given permit the estimation of an arbitrary probability
with a prescribed level of the normalized mean absolute error.

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