Displaying similar documents to “Dependence Measuring from Conditional Variances”

A subcopula based dependence measure

Arturo Erdely (2017)

Kybernetika

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A dependence measure for arbitrary type pairs of random variables is proposed and analyzed, which in the particular case where both random variables are continuous turns out to be a concordance measure. Also, a sample version of the proposed dependence measure based on the empirical subcopula is provided, along with an R package to perform the corresponding calculations.

Product Pre-Measure

Noboru Endou (2016)

Formalized Mathematics

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In this article we formalize in Mizar [5] product pre-measure on product sets of measurable sets. Although there are some approaches to construct product measure [22], [6], [9], [21], [25], we start it from σ-measure because existence of σ-measure on any semialgebras has been proved in [15]. In this approach, we use some theorems for integrals.

Fubini’s Theorem on Measure

Noboru Endou (2017)

Formalized Mathematics

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The purpose of this article is to show Fubini’s theorem on measure [16], [4], [7], [15], [18]. Some theorems have the possibility of slight generalization, but we have priority to avoid the complexity of the description. First of all, for the product measure constructed in [14], we show some theorems. Then we introduce the section which plays an important role in Fubini’s theorem, and prove the relevant proposition. Finally we show Fubini’s theorem on measure.

Construction of Measure from Semialgebra of Sets1

Noboru Endou (2015)

Formalized Mathematics

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In our previous article [22], we showed complete additivity as a condition for extension of a measure. However, this condition premised the existence of a σ-field and the measure on it. In general, the existence of the measure on σ-field is not obvious. On the other hand, the proof of existence of a measure on a semialgebra is easier than in the case of a σ-field. Therefore, in this article we define a measure (pre-measure) on a semialgebra and extend it to a measure on a σ-field. Furthermore,...

The uniqueness of Haar measure and set theory

Piotr Zakrzewski (1997)

Colloquium Mathematicae

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Let G be a group of homeomorphisms of a nondiscrete, locally compact, σ-compact topological space X and suppose that a Haar measure on X exists: a regular Borel measure μ, positive on nonempty open sets, finite on compact sets and invariant under the homeomorphisms from G. Under some mild assumptions on G and X we prove that the measure completion of μ is the unique, up to a constant factor, nonzero, σ-finite, G-invariant measure defined on its domain iff μ is ergodic and the G-orbits...