The central limit theorem for capacities

DOI10.1016/J.SPL.2009.03.015zbMath1170.60016OpenAlexW1999551769MaRDI QIDQ1030161

Patrick Chareka

Publication date: 1 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.03.015

zbMATH Keywords

central limit theoremweak law of large numberscapacitiesnon-additive probability measures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items (3)

Law of large numbers under Choquet expectations ⋮ A new proof for the generalized law of large numbers under Choquet expectation ⋮ Counterexamples to a central limit theorem and a weak law of large numbers for capacities

Cites Work

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• Limit laws for non-additive probabilities and their frequentist interpretation
• A strong law of large numbers for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities. Correction
• Theory of capacities
• Subjective Probability and Expected Utility without Additivity
• Optimal decisions under complex uncertainty – basic notions and a general algorithm for data‐based decision making with partial prior knowledge described by interval probability

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