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Expectations and Daniell Integrals

  • Shelby J. Haberman
Part of the Springer Series in Statistics book series (SSS)

Abstract

The most basic measures of size used in statistical work are Daniell (1918, 1920) integrals. These integrals are generally described in the literature of real analysis and probability theory. Useful references include Royden (1988, Ch. 16), Stone (1948), Tjur (1980), and Whittle (1992). Despite the name, Daniell integrals need not have any relationship to the customary Riemann integrals of calculus. Instead, Daniell integrals are countably additive positive linear functionals on linear lattices. Countable additivity is a generalization of the finite additivity property of Theorem 1.1. For populations S and T, let a function X from S to R T be summable if X(s) is summable for each s in S. For a positive linear functional H on a linear lattice Ω in R S , let no(X*, H) be the function on T with value no(X*(t), H) for t in T. The following definition may be used.

Keywords

Positive Real Number Nonnegative Function Finite Subset Finite Population Summable Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer Science+Business Media New York 1996

Authors and Affiliations

  • Shelby J. Haberman
    • 1
  1. 1.Department of StatisticsNorthwestern UniversityEvanstonUSA

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