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On the binomial confidence interval and probabilistic robust control. (English) Zbl 1072.93008

Attributing the sometimes erroneous understanding of the Clopper-Pearson confidence interval to statisticians rather than control theorists, the authors are concerned mainly with the clarification of the fact that this interval is conservative. Due consideration of this conservatism is of particular importance in the risk and safety of control systems. Analytic results are presented and it is suggested that better methods of confidence construction should be sought.

MSC:

93B35 Sensitivity (robustness)
93E03 Stochastic systems in control theory (general)
62N05 Reliability and life testing
90B25 Reliability, availability, maintenance, inspection in operations research

References:

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