Let Lbe a linear space of real random variables on the measurablespace (Ω,A). Conditions for the existence of a probability Pon Asuch that EP|X|<∞and EP(X) = 0 for all X in L are provided. Such a Pmay be finitely additive or σ-additive, depending on the problem at hand, and may also be requested to satisfy P<
Patrizia Berti, L.P. (2014). A unifying view on some problems in probability and statistics. STATISTICAL METHODS & APPLICATIONS, 23, 483-500 [10.1007/s10260-014-0272-9].
A unifying view on some problems in probability and statistics
Pietro Rigo
2014
Abstract
Let Lbe a linear space of real random variables on the measurablespace (Ω,A). Conditions for the existence of a probability Pon Asuch that EP|X|<∞and EP(X) = 0 for all X in L are provided. Such a Pmay be finitely additive or σ-additive, depending on the problem at hand, and may also be requested to satisfy P<File in questo prodotto:
Eventuali allegati, non sono esposti
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
