Timeline for "Smallest" event such that probability greater than a given value
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 7, 2014 at 18:14 | comment | added | Michael Hardy | Did the problem you're studying specify a particular probability distribution? | |
| Jan 8, 2014 at 15:06 | comment | added | Adrien | Yes, it's exactly the same ideas. | |
| Jan 8, 2014 at 14:56 | answer | added | Adrien | timeline score: 1 | |
| Jan 8, 2014 at 14:55 | comment | added | mike | I think it's the neyman-pearson lemma, mutatis mutandis | |
| Jan 8, 2014 at 7:53 | comment | added | Mark Meckes | This exact problem is not standard, as far as I know, but it is of similar character to general "isoperimetric-type" problems for probability measures. It certainly makes sense to consider it. It's hard to say much without being more specific about your probability measure, but in general it would probably be more tractable to reformulate the problem as maximizing the probability of a set with given volume. | |
| Jan 7, 2014 at 9:42 | review | First posts | |||
| Jan 7, 2014 at 9:53 | |||||
| Jan 7, 2014 at 9:26 | history | asked | user45183 | CC BY-SA 3.0 |