The central limit theorem for capacities

DOI10.1016/J.SPL.2009.03.015MaRDI QIDQ1030161zbMATH OpenOpenAlexFDO

Authors 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 theoremcapacitiesweak law of large numbersnon-additive probability measures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Recommendations

• Counterexamples to a central limit theorem and a weak law of large numbers for capacities
• Central limit theorem for upper probabilities
• A strong law of large numbers for capacities
• Law of large numbers and central limit theorem under nonlinear expectations
• Limit laws for non-additive probabilities and their frequentist interpretation

Cites work

• scientific article; zbMATH DE number 3875656 (Why is no real title available?)
• scientific article; zbMATH DE number 6416732 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• A strong law of large numbers for capacities
• Limit laws for non-additive probabilities and their frequentist interpretation
• Minimax tests and the Neyman-Pearson lemma for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities. Correction
• Optimal decisions under complex uncertainty – basic notions and a general algorithm for data‐based decision making with partial prior knowledge described by interval probability
• Subjective Probability and Expected Utility without Additivity
• Theory of capacities

Cited in

(5)

• Law of large numbers under Choquet expectations
• Counterexamples to a central limit theorem and a weak law of large numbers for capacities
• Central limit theorem for upper probabilities
• A new proof for the generalized law of large numbers under Choquet expectation
• scientific article; zbMATH DE number 3864225 (Why is no real title available?)

This page was built for publication: The central limit theorem for capacities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1030161)