A Central Limit Theorem for Belief Functions
نویسندگان
چکیده
The purpose of this Note is to prove a form of CLT (Theorem 1.4) that is used in Epstein and Seo (2011). More general central limit results and other applications will follow in later drafts. Let S = fB;Ng and K (S) = ffBg; fNg; fB;Ngg the set of nonempty subsets of S. Denote by s1 = (s1; s2; :::) the generic element of S1 and by n (s1) the empirical frequency of the outcome B in the rst n experiments in sample s1. Let be a belief function on S, that is, there exists m 2 (K (S)) such that, for every A S, (A) = m (fK 2 K (S) : K Ag) .
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