activity
20082022
most citedEstimation of a Probability with Guaranteed Normalized Mean Absolute Error

26 citations · 46 across the 8 of their papers we have counts for

collaborators

8 papers

math.MG2022★ 1 cited

On the number of tiles visited by a line segment on a rectangular grid

Luis Mendo, Alex Arkhipov

Consider a line segment placed on a two-dimensional grid of rectangular tiles. This paper addresses the relationship between the length of the segment and the number of tiles it vi…

math.PR2020

Simulating a coin with irrational bias using rational arithmetic

Luis Mendo

An algorithm is presented that, taking a sequence of independent Bernoulli random variables with parameter as inputs and using only rational arithmetic, simulates a Bernoulli…

math.ST2016★ 9 cited

An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series

Luis Mendo

Given a sequence of independent Bernoulli variables with unknown parameter , and a function expressed as a power series with non-negative coefficients that sum to at most $1…

math.ST2010★ 1 cited

Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss

Luis Mendo

Sequential estimation of the success probability in inverse binomial sampling is considered in this paper. For any estimator , its quality is measured by the risk assoc…

math.ST2010★ 2 cited

Asymptotically optimum estimation of a probability in inverse binomial sampling under general loss functions

Luis Mendo

The optimum quality that can be asymptotically achieved in the estimation of a probability p using inverse binomial sampling is addressed. A general definition of quality is used i…

math.ST2009★ 26 cited

Estimation of a Probability with Guaranteed Normalized Mean Absolute Error

Luis Mendo

The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form express…

stat.CO2008

Improved Sequential Stopping Rule for Monte Carlo Simulation

Luis Mendo, Jose M. Hernando

This paper presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper for the estimation of an unknown probability p. Specifically, the…

math.ST2008★ 7 cited

Estimation of a probability with optimum guaranteed confidence in inverse binomial sampling

Luis Mendo, José M. Hernando

Sequential estimation of a probability by means of inverse binomial sampling is considered. For given, the accuracy of an estimator is measured by the con…