A general strong law of large numbers for non-additive probabilities and its applications. Issue 4 (3rd July 2016)

• Record Type: Journal Article
• Authors: Hu, Feng; Chen, Zengjing; Wu, Panyu
• Is Part Of: Statistics. Volume 50:Issue 4(2016)
• Page Start: 733
• Page End: 749
• Publication Date: 2016-07-03
• Subjects: non-additive probability -- strong law of large number -- independence -- Bernoulli experiment -- G-expectation; 60H10 -- 60G48; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2016.1143473
• Languages: English
• ISSNs: 0233-1888

Abstract

Abstract : In this paper, with the notion of independence for random variables under upper expectations, we derive a strong law of large numbers for non-additive probabilities. This result can be seen an extension version of Theorem 3.1 that Chen et al. [A strong law of large numbers for non-additive probabilities. Int J Approx Reason. 2013;54:365–377] yielded. Furthermore, two applications of our result are given.