ThmDex – An index of mathematical definitions, results, and conjectures.
▼ Set of symbols
▼ Alphabet
▼ Deduction system
▼ Theory
▼ Zermelo-Fraenkel set theory
▼ Set
▼ Subset
▼ Power set
▼ Hyperpower set sequence
▼ Hyperpower set
▼ Hypersubset
▼ Subset algebra
▼ Subset structure
▼ Measurable space
▼ Measurable map
▼ Measurable function
▼ Pre-kernel
▼ Measure kernel
▼ Random unsigned basic measure
▼ Random probability measure
▼ Empirical probability distribution measure
Definition D5680
Random real number empirical probability distribution measure
Formulation 0
Let $X_1, \ldots, X_N \in \text{Random}(\Omega \to \mathbb{R})$ each be a D3161: Random real number such that
(i) $X_1, \ldots, X_N$ is an D3357: Identically distributed random collection
The empirical probability distribution measure with respect to $X_1, \ldots, X_N$ is the D3650: Random probability measure \begin{equation} \Omega \times \mathcal{B}(\mathbb{R}) \to [0, 1], \quad (\omega, B) \mapsto \frac{1}{N} \sum_{n = 1}^N I_{\{ X_n \in B \}} (\omega) \end{equation}
Results
▶ R5393: I.I.D. real empirical distribution measure converges to a probability for a fixed Borel set