کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1150490 957944 2008 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Weak and strong laws of large numbers for coherent lower previsions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Weak and strong laws of large numbers for coherent lower previsions
چکیده انگلیسی
We prove weak and strong laws of large numbers for coherent lower previsions, where the lower prevision of a random variable is given a behavioural interpretation as a subject's supremum acceptable price for buying it. Our laws are a consequence of the rationality criterion of coherence, and they can be proven under assumptions that are surprisingly weak when compared to the standard formulation of the laws in more classical approaches to probability theory.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 138, Issue 8, 1 August 2008, Pages 2409-2432
نویسندگان
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