Always Good Turing: Asymptotically Optimal Probability Estimation

Alon Orlitsky, Narayana P. Santhanam, Junan Zhang

Research output: Contribution to journalArticle

67 Scopus citations

Abstract

While deciphering the Enigma code, Good and Turing derived an unintuitive, yet effective, formula for estimating a probability distribution from a sample of data. We define the attenuation of a probability estimator as the largest possible ratio between the per-symbol probability assigned to an arbitrarily long sequence by any distribution, and the corresponding probability assigned by the estimator. We show that some common estimators have infinite attenuation and that the attenuation of the Good-Turing estimator is low, yet greater than 1. We then derive an estimator whose attenuation is 1; that is, asymptotically it does not underestimate the probability of any sequence.

Original languageEnglish (US)
Pages (from-to)427-431
Number of pages5
JournalScience
Volume302
Issue number5644
DOIs
StatePublished - Oct 17 2003

ASJC Scopus subject areas

  • General

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