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<
A unifying view on some problems in probability and statistics / Patrizia Berti, Luca Pratelli, Pietro Rigo. - In: STATISTICAL METHODS & APPLICATIONS. - ISSN 1613-981X. - STAMPA. - 23:(2014), pp. 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:
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