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This article is cited in 2 scientific papers (total in 2 papers)
On some properties of classes of events for which the conditions
for the uniform convergence of the relative frequencies to probabilities fail to hold
A. Ya. Chervonenkis Institute of Control Sciences, Russian Academy of Sciences
Abstract:
We show that, if a system of events $S$ does not satisfy the conditions for the
uniform convergence of the relative frequencies to probabilities, that is,
if the limit entropy per symbol is greater than zero, then there is necessarily an
event $T$ having the following two properties: if $x^l$ is an independent
random sample and $x^l(T)$ is the part of $x^l$ belonging to $T$, then the
system of events induces all possible subsamples on $x^l(T)$ with
probability $1$, and the probability measure of $T$ is precisely
equal to the limit entropy per symbol.
Keywords:
uniform convergence of related frequencies to probabilities, entropy,
index of a system of sets with respect to a sample.
Received: 14.03.2011
Citation:
A. Ya. Chervonenkis, “On some properties of classes of events for which the conditions
for the uniform convergence of the relative frequencies to probabilities fail to hold”, Izv. Math., 76:6 (2012), 1271–1285
Linking options:
https://www.mathnet.ru/eng/im7333https://doi.org/10.1070/IM2012v076n06ABEH002624 https://www.mathnet.ru/eng/im/v76/i6/p207
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