On the Convergence and Law of Large Numbers for the Non-Euclidean Lp-Means
被引:3
|
作者:
Livadiotis, George
论文数: 0引用数: 0
h-index: 0
机构:
Southwest Res Inst, Space Sci & Engn, San Antonio, TX 78238 USASouthwest Res Inst, Space Sci & Engn, San Antonio, TX 78238 USA
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.