Robust estimation of the mean with bounded relative standard deviation

@article{Huber2018RobustEO,
  title={Robust estimation of the mean with bounded relative standard deviation},
  author={Mark Huber},
  journal={arXiv: Computation},
  year={2018}
}
  • Mark Huber
  • Published 2018
  • Mathematics
  • arXiv: Computation
  • Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples of this type of algorithm includes methods for approximating the number of satisfying assignments to 2-SAT or DNF, the volume of a convex body, and the partition function of a Gibbs distribution. Because the answer is usually exponentially large in the problem… CONTINUE READING

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