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Location estimation is one of the most basic questions in parametric statistics. Suppose we have a known distribution density f, and we get n i.i.d. samples from f(x − µ) for some unknown shift µ. The task is to estimate µ to high accuracy with high probability. The maximum likelihood estimator (MLE) is known to be asymptotically optimal as n → ∞, but what is possible for finite n? In this paper, we give two location estimators that are optimal under different criteria: 1) an estimator that has minimax-optimal estimation error subject to succeeding with probability 1 − δ and 2) a confidence interval estimator which, subject to its output interval containing µ with probability at least 1 − δ, has the minimum expected squared interval width among all shift-invariant estimators. The latter construction can be generalized to minimizing the expectation of any loss function on the interval width. 

Given a mixture between two populations of coins, “positive” coins that each have unknown and potentially different—bias ≥ 1 + ∆ and “negative” coins with bias ≤ 2 − ∆, we consider the task of estimating the fraction ρ of positive coins to within additive error E. We achieve an upper and lower bound of Θ( ρ log 1 ) samples for a 1 −δ probability of success, where crucially, our lower bound applies to all fully-adaptive algorithms. Thus, our sample complexity bounds have tight dependence for every relevant problem parameter. A crucial component of our lower bound proof is a decomposition lemma (Lemma 5.2) showing how to assemble partially-adaptive bounds into a fully-adaptive bound, which may be of independent interest: though we invoke it for the special case of Bernoulli random variables (coins), it applies to general distributions. We present sim- ulation results to demonstrate the practical efficacy of our approach for realistic problem parameters for crowdsourcing applications, focusing on the “rare events” regime where ρ is small. The fine-grained adaptive flavor of both our algo- rithm and lower bound contrasts with much previous workin distributional testing and learning.