Zobrazeno 1 - 10
of 58
pro vyhledávání: '"Law of total cumulance"'
Autor:
Cheng Hu
Publikováno v:
Statistics & Probability Letters. 119:248-258
In this paper, we derive a strong law of large numbers for sub-linear expectation under a general moment condition. The result can be reduced to the classical strong law of large numbers when the sub-linear expectation coincides with the classical li
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b8821d3f60cd0028f859fd8ee1b2bfed
https://doi.org/10.1016/j.spl.2016.08.015
https://doi.org/10.1016/j.spl.2016.08.015
Autor:
Franz Lehner, Wiktor Ejsmont
Let $X_1, X_2,\dots, X_n$ denote i.i.d.~centered standard normal random variables, then the law of the sample variance $Q_n=\sum_{i=1}^n(X_i-\bar{X})^2$ is the $\chi^2$-distribution with $n-1$ degrees of freedom. It is an open problem in classical pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::553da263998bfa1347cbf6529f103baf
http://arxiv.org/abs/1607.06586
http://arxiv.org/abs/1607.06586
Autor:
Xiaoyan Chen
Publikováno v:
Applied Mathematics. :2056-2062
Strong law of large numbers is a fundamental theory in probability and statistics. When the measure tool is nonadditive, this law is very different from additive case. In 2010 Chen investigated the strong law of large numbers under upper probabilityV
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eec65758d644a7075e59005823326585
https://doi.org/10.4236/am.2012.312a284
https://doi.org/10.4236/am.2012.312a284
Autor:
D. M. Chibisov
Publikováno v:
Theory of Probability & Its Applications. 60:318-319
We discuss the connection between the law of large numbers and the strong law of large number for sums of independent random variables. The mathematical content of these laws and their connection with mathematical statistics problems is compared.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b61e57654bb615a77b3b40bfde98aad8
https://doi.org/10.1137/s0040585x97t987696
https://doi.org/10.1137/s0040585x97t987696
Autor:
Paul Janssen
Publikováno v:
Wiley StatsRef: Statistics Reference
It is well known that the sample mean, based on a sequence of independent random variables with common distribution, is a weakly consistent estimator as well as a strongly consistent estimator for the population mean. The first property is the famous
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c88b278211b307443741cbb4aa070688
https://doi.org/10.1002/9781118445112.stat05877
https://doi.org/10.1002/9781118445112.stat05877
Autor:
Robert A. Crovelli
Publikováno v:
Nonrenewable Resources. 4:233-241
Fractal properties of the Pareto probability distribution are used to generalize “the 20/80 law.” The 20/80 law is a heuristic law that has evolved over the years into the following rule of thumb for many populations: 20 percent of the population
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::54b44d3f80f14dccba2ab7198824954a
https://doi.org/10.1007/bf02257575
https://doi.org/10.1007/bf02257575
Autor:
Keuk-Ryoul Yoo
Publikováno v:
Economics Letters. 37:145-149
I show in this paper that the iterative law of expectation holds if and only if a probability measure is additive. This indicates that a market price of an uncertain asset may not reflect the market's information about the asset.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65fa49c5590374644efd578b06ed224e
https://doi.org/10.1016/0165-1765(91)90123-3
https://doi.org/10.1016/0165-1765(91)90123-3
Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered as an important property of these systems. In general, power law exists in the central part of the distribution. It has deviations f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac9a504f4bfe8c0a8cf9144d77896390
http://arxiv.org/abs/0802.1840
http://arxiv.org/abs/0802.1840
Autor:
Melanie Hinz, Wojciech Młotkowski
Publikováno v:
Noncommutative Harmonic Analysis with Applications to Probability.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d940b7f6765029389fc61cd6c2203bd7
https://doi.org/10.4064/bc78-0-12
https://doi.org/10.4064/bc78-0-12