Reversing the Order of Integration in Iterated Expectations of Compact Convex Random Sets View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2002

AUTHORS

Luis J. Rodríguez-Muñiz , Miguel López-Díaz , María Ángeles Gil

ABSTRACT

In this paper we state some results about the differentiability under the integral sign of compact convex random sets in the special case of working with probability distributions depending on a family of parameters. As a consequence of this fact we obtain some results regarding the exchange of iterated expectacions of compact convex random sets. More... »

PAGES

140-145

Book

TITLE

Soft Methods in Probability, Statistics and Data Analysis

ISBN

978-3-7908-1526-9
978-3-7908-1773-7

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-7908-1773-7_12

DOI

http://dx.doi.org/10.1007/978-3-7908-1773-7_12

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1003462696


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