Best predictors in logarithmic distance between positive random variables

DOI10.2478/jamsi-2019-0006zbMath1462.60009OpenAlexW2997669305MaRDI QIDQ2288095

Henryk Gzyl

Publication date: 17 January 2020

Published in: Journal of Applied Mathematics, Statistics and Informatics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/jamsi-2019-0006

zbMATH Keywords

central limit theorem in logarithmic distancelaw of large numbers in logarithmic distancelogarithmic geometry for positive random variablesprediction in logarithmic distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Foundations of probability theory (60A99) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Probability theory on algebraic and topological structures (60B99)

Related Items (1)

Geometry of the probability simplex and its connection to the maximum entropy method

Cites Work

• Probability essentials
• The Geometric Mean, Matrices, Metrics, and More
• A Differential Geometric Approach to the Geometric Mean of Symmetric Positive-Definite Matrices
• Geometric Means in a Novel Vector Space Structure on Symmetric Positive‐Definite Matrices
• Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices
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