Ronny Ramlau, Lothar Reichel (Hg.)


ETNA - Electronic Transactions on Numerical Analysis






ISBN 978-3-7001-8258-0
Online Edition

  Research Article
Open access


Electronic Transactions on Numerical Analysis (ETNA) is an electronic journal for the publication of significant new developments in numerical analysis and scientific computing. Papers of the highest quality that deal with the analysis of algorithms for the solution of continuous models and numerical linear algebra are appropriate for ETNA, as are papers of similar quality that discuss implementation and performance of such algorithms. New algorithms for current or new computer architectures are appropriate provided that they are numerically sound. However, the focus of the publication should be on the algorithm rather than on the architecture. The journal is published by the Kent State University Library in conjunction with the Institute of Computational Mathematics at Kent State University, and in cooperation with the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (RICAM). Reviews of all ETNA papers appear in Mathematical Reviews and Zentralblatt für Mathematik. Reference information for ETNA papers also appears in the expanded Science Citation Index. ETNA is registered with the Library of Congress and has ISSN 1068-9613.

Verlag der Österreichischen Akademie der Wissenschaften
Austrian Academy of Sciences Press
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https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at

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ETNA - Electronic Transactions on Numerical Analysis



ISBN 978-3-7001-8258-0
Online Edition



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Verlag der Österreichischen Akademie der Wissenschaften
Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2,
Tel. +43-1-515 81/DW 3402-3406, +43-1-512 905-0 Fax +43-1-515 81/DW 3400
https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at
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doi:10.1553/etna_vol50s109


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Thema: natural
Ronny Ramlau, Lothar Reichel (Hg.)


ETNA - Electronic Transactions on Numerical Analysis






ISBN 978-3-7001-8258-0
Online Edition

  Research Article
Open access

David Benko, Dan Coroian, Peter Dragnev, Ramón Orive
S.  109 - 128
doi:10.1553/etna_vol50s109

Open access
doi:10.1553/etna_vol50s109
Abstract:
This paper deals with the application of approximation theory techniques to study a classical problem in probability: estimating the parameter of a biased coin. For this purpose, a minimax estimation problem is considered, and the characterization of the optimal estimator is shown together with the weak asymptotics of such optimal choices as the number of coin tosses approaches infinity. In addition, a number of numerical examples and graphs are provided. At the same time, the problem is also discussed from the game theory viewpoint, as a non-cooperative, two-player game, and the existence of a Nash-equilibrium is established. The particular case of n=2 tosses is completely solved.

Keywords:  minimax optimization, biased probability, polynomial interpolation and approximation, Nash-equilibrium
Published Online:  2019/01/11 14:08:15
Object Identifier:  0xc1aa5576 0x003a32c1

Electronic Transactions on Numerical Analysis (ETNA) is an electronic journal for the publication of significant new developments in numerical analysis and scientific computing. Papers of the highest quality that deal with the analysis of algorithms for the solution of continuous models and numerical linear algebra are appropriate for ETNA, as are papers of similar quality that discuss implementation and performance of such algorithms. New algorithms for current or new computer architectures are appropriate provided that they are numerically sound. However, the focus of the publication should be on the algorithm rather than on the architecture. The journal is published by the Kent State University Library in conjunction with the Institute of Computational Mathematics at Kent State University, and in cooperation with the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences (RICAM). Reviews of all ETNA papers appear in Mathematical Reviews and Zentralblatt für Mathematik. Reference information for ETNA papers also appears in the expanded Science Citation Index. ETNA is registered with the Library of Congress and has ISSN 1068-9613.



Verlag der Österreichischen Akademie der Wissenschaften
Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3402-3406, Fax +43-1-515 81/DW 3400
https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at