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. Some of them do not require exchangeability, but hold under the weaker assumption that (Xn) is conditionally identically …
Persistent link: https://www.econbiz.de/10009651074
Persistent link: https://www.econbiz.de/10010343849
This paper deals with empirical processes of the type Cn(B) = n^(1/2) {µn(B) - P(Xn+1 in B
Persistent link: https://www.econbiz.de/10010335326
This paper deals with empirical processes of the type Cn(B) = n^(1/2) {µn(B) - P(Xn+1 in B | X1, . . . ,Xn)} , where (Xn) is a sequence of random variables and µn = (1/n)SUM(i=1,..,n) d(Xi) the empirical measure. Conditions for supB|Cn(B)| to converge stably (in particular, in distribution)...
Persistent link: https://www.econbiz.de/10009651795
This paper deals with empirical processes of the type Cn(B) = n^(1/2) {µn(B) - P(Xn+1 in B | X1, . . . ,Xn)} , where (Xn) is a sequence of random variables and µn = (1/n)SUM(i=1,..,n) d(Xi) the empirical measure. Conditions for supB|Cn(B)| to converge stably (in particular, in distribution)...
Persistent link: https://www.econbiz.de/10010259915
Persistent link: https://www.econbiz.de/10005371062
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The de Finetti Theorem on exchangeable predictive priors is generalized to a framework where preference is represented by Choquet expected utility with respect to a belief function (a special capacity). The resulting model provides behavioral foundations for the decision-maker's subjective...
Persistent link: https://www.econbiz.de/10011263610
Let a sequence of binary (zero–one or failure–success) trials ordered on a line. We consider runs of successes of length at least equal to a fixed number. The statistics denoting the size (length) as well as the starting and ending positions of the minimum subsequence containing all such...
Persistent link: https://www.econbiz.de/10011115957