Means as Improper Integrals
The aim of this work is to study generalizations of the notion of the mean. Kolmogorov proposed a generalization based on an improper integral with a decay rate for the tail probabilities. This weak or Kolmogorov mean relates to the weak law of large numbers in the same way that the ordinary mean re...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-03-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/7/3/284 |