Mean square error optimal completeness estimator Eph2 of probability

Andrzej Piegat, Marek Landowski · Applied Computer Science · 2013

The paper presents the optimal estimator of probability for the binomial and multinomial case that was called estimator and theoretical proof of its optimality. The estimator accuracy was compared with accuracy of the universally used frequency estimator. The compari- son was realized both theoretically and experimentally. Both comparison ways show superiority of the completeness estimator Eph2 over the frequency estimator frh = nh=n. A prooved solution of the single case problem is given.

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