Exponential estimates of sums of multidimensional random variables

Автор: Sayfiddinov Sh., Bakhramov R.K.

Журнал: Мировая наука @science-j

Рубрика: Основной раздел

Статья в выпуске: 12 (93), 2024 года.

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This article discusses methods for estimating exponential estimates of sums of multivariate random variables. Exponential estimates are one of the topical issues in statistics and probability theory, allowing one to estimate high probabilities of random events. The article analyzes the theoretical aspects of Chernoff and Hoeffding estimates, their use and practical examples. In addition, by using the Kullback-Leibler divergence, the accuracy of estimates is increased. This article emphasizes the importance of using exponential estimates in practical and scientific research and examines their application in various fields. K

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Random variables, multivariate sums, exponential estimates, chernoff estimate, hoeffding estimate, kullback-leibler divergence, probability theory, statistical estimation

Короткий адрес: https://sciup.org/140308799

IDR: 140308799

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