期刊名称:Sankhya. Series A, mathematical statistics and probability
印刷版ISSN:0976-836X
电子版ISSN:0976-8378
出版年度:2004
卷号:66
期号:03
出版社:Indian Statistical Institute
摘要:We relate the distributions induced by random sets with the distributions induced by their measurable selections, thus providing a probabilistic foundation for viewing random sets as ``sets'' of random variables. In so doing we revisit and extend some results of Artstein, Hart, Hess, and Kohlberg, and we obtain a ``change of variable formula'' for the Aumann integral of a random set.
关键词:Distributions of random sets, measurable selections, Choquet integral, Aumann integral.