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
I.I.D. real empirical distribution measure converges to a probability for a fixed Borel set