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Generalized Lebesgue Spaces and Application to Statistics

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  • Huaiyu Zhu

Abstract

Statistics requires consideration of the ``ideal estimates'' defined through the posterior mean of fractional powers of finite measures. In this paper we study , the linear space spanned by th power of finite measures, . It is shown that generalizes the Lebesgue function space , and shares most of its important properties: It is a uniformly convex (hence reflexive) Banach space with as its dual. These results are analogous to classical counterparts but do not require a dominating measure. They also guarantee the unique existence of the ideal estimate.

Suggested Citation

  • Huaiyu Zhu, 1998. "Generalized Lebesgue Spaces and Application to Statistics," Working Papers 98-06-044, Santa Fe Institute.
  • Handle: RePEc:wop:safiwp:98-06-044
    as

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