Abstract
This paper describes and proves two important theorems that compose the Law of Large Numbers for the non-Euclidean Lp-means, known to be true for the Euclidean L2-means: Let the Lp-mean estimator, which constitutes the specific functional that estimates the Lp-mean of N independent and identically distributed random variables; then, (i) the expectation value of the Lp-mean estimator equals the mean of the distributions of the random variables; and (ii) the limit N ∞ of the Lp-mean estimator also equals the mean of the distributions.
Original language | English (US) |
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Article number | 217 |
Journal | Entropy |
Volume | 19 |
Issue number | 5 |
DOIs | |
State | Published - May 1 2017 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- General Physics and Astronomy
Keywords
- Expectation values
- Fitting methods
- L norms
- Optimization
- Time series analysis
- Variance