Timeline for Monte carlo Method to estimate a proportion
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Aug 13, 2019 at 10:02 | comment | added | oliversm | While it is possible to do this with Monte Carlo, it would be much better to do a Bayesian hypothesis test. | |
| Jan 8, 2014 at 15:24 | comment | added | pebz | Thanks for your answer. Concerning the estimator, I just wanted to be sure that my formula for $\sigma$ is correct. Using Hoeffding's or Chernoff's bound, what would be the bound for the error $|e_N|$ ? | |
| Jan 8, 2014 at 15:02 | comment | added | Adrien | Your confidence interval is based on the central limit theorem, an asymptotic theorem, so obviously you have no guarantee that it is correct in finite time. You can use Hoeffding's bound or Chernoff's bound if you want results that are true for all $n$. As for the question: "is my estimator correct?", what do you mean by a "correct estimator"? | |
| Jan 8, 2014 at 10:23 | review | First posts | |||
| Jan 8, 2014 at 10:26 | |||||
| Jan 8, 2014 at 10:07 | history | asked | pebz | CC BY-SA 3.0 |