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2012 | 22 | 3 | 629-645
Tytuł artykułu

Optimal estimator of hypothesis probability for data mining problems with small samples

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The paper presents a new (to the best of the authors' knowledge) estimator of probability called the "Epₕ√2 completeness estimator" along with a theoretical derivation of its optimality. The estimator is especially suitable for a small number of sample items, which is the feature of many real problems characterized by data insufficiency. The control parameter of the estimator is not assumed in an a priori, subjective way, but was determined on the basis of an optimization criterion (the least absolute errors).The estimator was compared with the universally used frequency estimator of probability and with Cestnik's m-estimator with respect to accuracy. The comparison was realized both theoretically and experimentally. The results show the superiority of the Epₕ√2 completeness estimator over the frequency estimator for the probability interval pₕ ∈ (0.1, 0.9). The frequency estimator is better for pₕ ∈ [0, 0.1] and pₕ ∈ [0.9, 1].
Rocznik
Tom
22
Numer
3
Strony
629-645
Opis fizyczny
Daty
wydano
2012
otrzymano
2011-05-25
Twórcy
  • Faculty of Computer Science, West Pomeranian University of Technology, Żołnierska 49, 71-210 Szczecin, Poland
  • Institute of Quantitative Methods, Maritime University of Szczecin, Wały Chrobrego 1-2, 70-500 Szczecin, Poland
Bibliografia
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Bibliografia
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