Method of conditional probabilities: Difference between revisions

Revision as of 15:27, 6 February 2014

Revision as of 15:30, 6 February 2014

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In this case, to keep the conditional probability of failure below 1, it suffices to keep the conditional expectation of ''Q'' below (or above) the threshold. To do this, instead of computing the conditional probability of failure, the algorithm computes the conditional expectation of ''Q'' and proceeds accordingly: at each interior node, there is some child whose conditional expectation is at most (at least) the node's conditional expectation; the algorithm moves from the current node to such a child, thus keeping the conditional expectation below (above) the threshold.

* '''Using a pessimistic estimator:''' In some cases, as a proxy for the exact conditional expectation of the quantity ''Q'', one uses an appropriately tight bound called a [[''pessimistic estimator]]''. The pessimistic estimator is a function of the current state. It should be an upper (or lower) bound for the conditional expectation of ''Q'' given the current state, and it should be non-increasing (or non-decreasing) in expectation with each random step of the experiment. Typically, a good pessimistic estimator can be computed by precisely deconstructing the logic of the original proof.

== Example using conditional expectations ==