When

Start: 02/29/2016 - 4:15pm

End : 02/29/2016 - 5:15pm

End : 02/29/2016 - 5:15pm

Category

Applied Math Seminar

Speaker

Mark Huber (Claremont McKenna College)

Abstract

Consider a coin with an unknown probability of heads that can be flipped as many times as needed. In this talk I will present a new estimate for such that the relative error has a distribution that is independent of . This has applications in several Monte Carlo algorithms, including using acceptance/rejection to give approximations of high dimensional integrals and sums. In addition, this idea can also be used to obtain an estimate with similar properties for the mean of a sequence of independent, identically distributed Poisson random variables.

Where

Millikan 1021 Pomona College