Anthony C Davison and Igor Rodionov’s contribution to the Discussion of ‘Estimating means of bounded random variables by betting’ by Waudby-Smith and Ramdas
Davison与Rodionov对《通过下注估计有界随机变量均值》的讨论
We congratulate the authors on a wide-ranging contribution to a statistical hardy perennial. The restriction that the support be known and bounded appears highly restrictive, yet Proposition 3 suggests much wider potential for applications, one of which we briefly explore below. The Pickands–Balkema–de Haan theorem (Balkema & de Haan, 1974; Pickands, 1975) establishes that the distribution of a random variable X, conditioned on its exceeding a high threshold u can in rather…