2004
DOI: 10.1007/978-3-540-24767-8_31
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Confidence Sets for the Aumann Mean of a Random Closed Set

Abstract: Abstract. The objective of this paper is to develop a set of reliable methods to build confidence sets for the Aumann mean of a random closed set estimated through the Minkowski empirical mean. In order to do so, we introduce a procedure to build a confidence set based on Weil's result for the Hausdorff distance between the empirical and the Aumann means; then, we introduce another procedure based on the support function.

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Cited by 3 publications
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“…We also study their variability using the concept of confidence regions. Seri and Choirat (2004) present two methods for the calculation of the confidence region of the Aumann expectation. To our best knowledge, this is the only other time confidence regions were studied in the context of random sets.…”
Section: Introductionmentioning
confidence: 99%
“…We also study their variability using the concept of confidence regions. Seri and Choirat (2004) present two methods for the calculation of the confidence region of the Aumann expectation. To our best knowledge, this is the only other time confidence regions were studied in the context of random sets.…”
Section: Introductionmentioning
confidence: 99%