Law of Large Numbers under Choquet Expectations
With a new notion of independence of random variables, we establish the nonadditive version of weak law of large numbers (LLN) for the independent and identically distributed (IID) random variables under Choquet expectations induced by 2-alternating capacities. Moreover, we weaken the moment assumpt...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/179506 |