The missing mass problem

We give tight lower and upper bounds on the expected missing mass for distributions over finite and countably infinite spaces. An essential characterization of the extremal distributions is given. We also provide an extension to totally bounded metric spaces that may be of independent interest.

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Year of publication:	2012
Authors:	Berend, Daniel ; Kontorovich, Aryeh
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 6, p. 1102-1110
Publisher:	Elsevier
Subject:	Missing mass \| Probability estimate \| Sampling

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571774