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

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Date

1983-11

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Publisher

The Annals of Probability

Permanent Link

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.

Description

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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http://www.jstor.org/stable/2243518

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Article

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Madan Lal Puri Collection