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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

7 votes
1 answer
264 views

Is there a proof that the Law of Large Numbers is the limit (numerical) for estimation of ex...

For the sake of this question I want to focus on an unfair coin. Assuming we have a number of $i.i.d.$ samples $X_1, ..., X_n$ and a precision level requirement $\tau$. I search for the optimal estima …
Thomas Eberhard's user avatar
2 votes
0 answers
73 views

Best estimator for a 3 coin problem

Let $X,Y,Z$ be three unfair coins. We consider the coin $\Gamma=XI(Z=1)+YI(Z=0).$ We are given the sample $S=\{(\Gamma_i,Z_i)| i \leq n \}$ Let $k=\sum_{i \leq n}I(Z_i=1)$. For every pair of $(\Gamma_ …
Thomas Eberhard's user avatar