On the New Notion of the Set-Expectation for a Random Set of Events

Vorobyev, Oleg Yu. and Vorobyev, Alexey O. (2003): On the New Notion of the Set-Expectation for a Random Set of Events. Published in: Proc. of the II All-Russian FAM'2003 Conference , Vol. 1, (27 April 2003): pp. 23-37.

Abstract

The paper introduces new notion for the set-valued mean set of a random set. The means are defined as families of sets that minimize mean distances to the random set. The distances are determined by metrics in spaces of sets or by suitable generalizations. Some examples illustrate the use of the new definitions.

• Item Type: MPRA Paper
• Language: English
• Keywords: mean random set, metrics in set space, mean distance, Aumann expectation, Frechet expectation, Hausdorff metric, random finite set, mean set, set-median, set-expectation
• Subjects: C - Mathematical and Quantitative Methods > C0 - General > C02 - Mathematical Methods; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General; C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics

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