On the Convergence and Law of Large Numbers for the Non-Euclidean Lp-Means

被引:3
|
作者
Livadiotis, George [1 ]
机构
[1] Southwest Res Inst, Space Sci & Engn, San Antonio, TX 78238 USA
来源
ENTROPY | 2017年 / 19卷 / 05期
关键词
expectation values; variance; optimization; fitting methods; Lp Norms; time series analysis;
D O I
10.3390/e19050217
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
This paper describes and proves two important theorems that compose the Law of Large Numbers for the non-Euclidean L-p-means, known to be true for the Euclidean L-2-means: Let the L-p-mean estimator, which constitutes the specific functional that estimates the L-p-mean of N independent and identically distributed random variables; then, (i) the expectation value of the L-p-mean estimator equals the mean of the distributions of the random variables; and (ii) the limit N -> infinity of the L-p-mean estimator also equals the mean of the distributions.
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页数:12
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