Law of Large Numbers under Choquet Expectations
Author
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-03-02
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
With a new notion of independence of random variables, we establish the nonadditive version of weak law of large numbers (LLN) for the independent and identically distributed (IID) random variables under Choquet expectations induced by 2-alternating capacities.
Moreover, we weaken the moment assumptions to the first absolute moment and characterize the approximate distributions of random variables as well.
Naturally, our theorem can be viewed as an extension of the classical LLN to the case where the probability is no longer additive.
American Psychological Association (APA)
Chen, Jing. 2014. Law of Large Numbers under Choquet Expectations. Abstract and Applied Analysis،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-1013425
Modern Language Association (MLA)
Chen, Jing. Law of Large Numbers under Choquet Expectations. Abstract and Applied Analysis No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-1013425
American Medical Association (AMA)
Chen, Jing. Law of Large Numbers under Choquet Expectations. Abstract and Applied Analysis. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-1013425
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1013425