STRONG LAW OF LARGE NUMBERS WITH RESPECT TO A SET-VALUED PROBABILITY MEASURE [chapter]

MADAN L. PURI, DAN A. RALESCU
Time Series, Fuzzy Analysis and Miscellaneous Topics  
In this paper we define the expected value of a random vector with respect to a set-valued probability measure. The concepts of independent and identically distributed random vectors are appropriately defined, and a strong law of large numbers is derived in this setting. Finally, an example of a setvalued probability useful in Bayesian inference is provided.
doi:10.1515/9783110917833.426 fatcat:bf3h5levu5f6nlnxw2sp6mm45m