All Questions
4 questions
7
votes
2
answers
649
views
What's the standard name for sets of a given size with maximal probability (or a given probability and minimal size)?
The definition I'm going to give isn't quite the concept I really want, but it's a good approximation. I don't want to make the definition too technical and specific because if there's a standard name ...
- 5,992
3
votes
3
answers
244
views
Example of a (strictly) proper scoring rule on a general measurable space?
Most of the literature on scoring rules that I know of deals with discrete measurable spaces, but in this paper by Gneiting and Raferty a very general definition of a scoring rule is given. I don't ...
- 869
2
votes
1
answer
3k
views
Empirical estimator fot the total variation distance on a finite space
I have two probability measures $p$ and $p'$ on a finite set $X$ which I do not know precisely, but which I can sample from. I would like to estimate their total variation (omitting multiplier $2$):
$$...
- 1,655
2
votes
1
answer
170
views
Law of large numbers for a continuum of Bernoullis
Suppose I have a family of $n$ independent Bernoulli random variables described by a vector of parameters $(p_i)_{i=1}^n$. As it is well known, the number of successes within this family is a random ...
