Special Capacities, the Hunt-Stein Theorem and Transformation Groups
نویسندگان
چکیده
منابع مشابه
Varadhan’s theorem for capacities
Varadhan’s integration theorem, one of the corner stones of large-deviation theory, is generalized to the context of capacities. The theorem appears valid for any integral that obeys four linearity properties. We introduce a collection of integrals that have these properties. Of one of them, known as the Choquet integral, some continuity properties are established as well.
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We give an upper bound for the posterior probability of a measurable set A when the prior lies in a class of probability measures 9. The bound is a rational function of two Choquet integrals. If g; is weakly compact and is closed with respect to majorization, then the bound is sharp if and only if the upper prior probability is 2-alternating. The result is used to compute-bounds for several set...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1992
ISSN: 0090-5364
DOI: 10.1214/aos/1176348674