A substitute of the expected value

• Autorzy: Urbanik K.
• Języki publikacji: EN

Abstrakty

EN

To every probability measure /.t there corresponds a subspace X(u) generated by convex linear combinations of independent random variables X_1,X_2,... with the same probability distribution u and closed under the convergence in probability. The purpose of this paper is a construction of generalized expected values of u based on the space X (u).

Słowa kluczowe

EN

expected value; convergence in probability; weak law of large numbers

• Wydawca: Polskie Towarzystwo Matematyczne
• Czasopismo: Annales Societatis Mathematicae Polonae. Seria 1: Commentationes Mathematicae
• Rocznik: 2004
• Tom: Vol. 44, nr spec.
• Strony: 285--297
• Opis fizyczny: Bibliogr. 2 poz.

Twórcy

autor

Urbanik K.

• Institute of Mathematics, Wrocław University, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland,

Bibliografia

• [1] W. Feller, An Introduction to Probability Theory and Its Applications, Vol. II, J. Wiley and Sons, New York - London - Sydney - Toronto, 1971.
• [2] B. V. Gnedenko and A. N. Kolmogorov, Limit Distributions for Sums of Independent Random Variables, Addison Wesley, Reading, 1967.

Uwagi

Dedicated to Professor Julian Musielak