Strong Law of Large Numbers with Respect to a Set-Valued Probability Measure

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1983-11

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The Annals of Probability

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https://hdl.handle.net/2022/22060

Abstract

In this paper we define the expected value of a random vector with respect to a set-valued probability measure. The concepts of independent and identically distributed random vectors are appropriately defined, and a strong law of large numbers is derived in this setting. Finally, an example of a set-valued probability useful in Bayesian inference is provided.

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Publisher's, offprint version

Keywords

Law of large numbers, Mathematical vectors, Expected values, Random variables, Probabilities, Mathematical intervals

Citation

Puri, M. L. "Strong law of large numbers with respect to a set-valued probability measure." Annals of Probability (1983), Volume 11 Issue 4, 1051–1054. Co-author: Dan A. Ralescu.

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Madan Lal Puri Collection