Hyperreal-Valued Probability Measures Approximating a Real-Valued Measure

Type: Article

Publication Date: 2016-01-01

Citations: 5

DOI: https://doi.org/10.1215/00294527-3542210

Abstract

We give a direct and elementary proof of the fact that every real-valued probability measure can be approximated—up to an infinitesimal—by a hyperreal-valued one which is regular and defined on the whole powerset of the sample space.

Locations

  • Project Euclid (Cornell University) - View - PDF
  • Notre Dame Journal of Formal Logic - View