Counterexamples to a Central Limit Theorem and a Weak Law of Large Numbers for capacities

Chareka (2009) presented two limit theorems in which the additivity requirement of a probability measure is weakened to a one-sided version of the inclusion–exclusion formula. Counterexamples are presented which show that both his Central Limit Theorem and his Weak Law of Large Numbers are false.

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Year of publication:	2015
Authors:	Terán, Pedro
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 185-189
Publisher:	Elsevier
Subject:	Central Limit Theorem \| Choquet capacity \| Weak Law of Large Numbers

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011115943