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

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dc.contributor.authorPuri, Madan L.
dc.contributor.authorRalescu, Dan A.
dc.date.accessioned2018-05-02T20:14:25Z
dc.date.available2018-05-02T20:14:25Z
dc.date.issued1983-11
dc.descriptionPublisher's, offprint version
dc.description.abstractIn 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.
dc.identifier.citationPuri, 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.
dc.identifier.urihttps://hdl.handle.net/2022/22060
dc.language.isoen
dc.publisherThe Annals of Probability
dc.relation.isversionofhttp://www.jstor.org/stable/2243518
dc.subjectLaw of large numbers
dc.subjectMathematical vectors
dc.subjectExpected values
dc.subjectRandom variables
dc.subjectProbabilities
dc.subjectMathematical intervals
dc.titleStrong Law of Large Numbers with Respect to a Set-Valued Probability Measure
dc.typeArticle

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