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Robust Estimation of Mean Values

2008/10/26 by Xinjia Chen, Chen, Xinjia
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST) #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.0810.4727

openalex publication_date 2008/10/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

In this paper, we develop a computational approach for estimating the mean value of a quantity in the presence of uncertainty. We demonstrate that, under some mild assumptions, the upper and lower bounds of the mean value are efficiently computable via a sample reuse technique, of which the computational complexity is shown to posses a Poisson distribution.

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