Analysis and synthesis of control systems

Interval estimation of probability in the presence of indistinguishability

L. A. Gusev

Institute of Control Sciences, Russian Academy of Sciences, Moscow

Abstract: The paper describes the problem of constructing interval estimates for unknown probability if there are indistinguishable results of experiments. Several techniques of solving this problem are proposed.

Keywords: confidence interval, indistinguishable set, probabilistic interpretation of indistinguishability.

UDC: 330.46