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The missing mass problem

Daniel Berend and Aryeh Kontorovich

Statistics & Probability Letters, 2012, vol. 82, issue 6, 1102-1110

Abstract: 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.

Keywords: Missing mass; Probability estimate; Sampling (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.02.014

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