Random Variables

Michael Zabarankin and Stan Uryasev
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Michael Zabarankin: Stevens Institute of Technology
Stan Uryasev: University of Florida

Chapter Chapter 1 in Statistical Decision Problems, 2014, pp 3-17 from Springer

Abstract: Abstract Let $$(\varOmega,\mathcal{M}, \mathbb{P})$$ be a probability space of elementary events Ω with the sigma-algebra $$\mathcal{M}$$ over Ω and with a probability measure $$\mathbb{P}$$ on $$(\varOmega,\mathcal{M})$$ .

Keywords: Probability Density Function; Cumulative Distribution Function; Relative Entropy; Shannon Entropy; Stochastic Dominance (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-8471-4_1

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DOI: 10.1007/978-1-4614-8471-4_1

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