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A remark on metrics for finitely additive distribution functions. (English) Zbl 0655.60003
The space of distribution functions for countably additive probability measures can be metrized in such a way that the topology of the metric coincides with that of weak convergence. This can be done considering only random variables which assume almost sure real values. Considering finitely additive probability measures, the authors try to find a similar metric on the space of finitely additive distribution functions.
Reviewer: D.Costantini
MSC:
60A10 Probabilistic measure theory
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