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Nov
19
comment Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
I was thinking to use some sort of Bayesian inference scheme, but if there is a simpler method...
Nov
19
comment Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
@fedja Provided a sufficient number of samplings, is there a known "best" method of deciding whether the element $x_q$ exists in $X$?
Nov
19
comment Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
@fedja I can probably afford something like ~10^5 samplings, though I'd be interested in what theory has to say regardless of feasibility.
Nov
19
revised Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
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Nov
19
comment Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
@fedja Ah, $R$ is defined earlier as the set of rate parameters associated with the exponentially distributed random variables in $X$.
Nov
19
comment Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
@fedja I have added some specifications for $N$ and $w$ in Note 2. I can tighten them as needed. $R - \lambda_q$ is meant to be the set $R$ without the element $\lambda_q$ (perhaps this notation is incorrect?)
Nov
19
revised Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
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Nov
19
revised Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
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Nov
18
revised Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
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Nov
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revised Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
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Nov
18
comment Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
@Anthony Quas Fair point. I am looking for a bound in terms of $N$, and I have changed the question to specify that we know $N$.
Nov
18
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Nov
18
revised Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function
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Nov
17
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Nov
17
asked Deciding whether or not an exponentially distributed random variable exists in a set via the use of a “black box” function