On the moments and distribution of discrete Choquet integrals from continuous distributions

DOI10.1016/J.CAM.2008.10.061MaRDI QIDQ1026432zbMATH OpenOpenAlexFDO

Authors Ivan Kojadinovic, Jean-Luc Marichal

Publication date 25 June 2009

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0811.0468

zbMATH Keywords

asymptotic distributionorder statisticB-splinedivided differencediscrete Choquet integralLovász extension

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Miscellaneous applications of functional analysis (46N99)

Abstract: We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means, ordered weighted averaging functions, and lattice polynomial functions as particular cases, our results encompass the corresponding results for these aggregation functions. After detailing the results obtained in [1] in the uniform case, we present results for the standard exponential case, show how approximations of the moments can be obtained for other continuous distributions such as the standard normal, and elaborate on the asymptotic distribution of the Choquet integral. The results presented in this work can be used to improve the interpretation of discrete Choquet integrals when employed as aggregation functions.

Recommendations

• Choquet integral calculus on a continuous support and its applications
• Fusion functions based discrete Choquet-like integrals
• scientific article; zbMATH DE number 1986065
• Aggregation of Choquet integrals
• scientific article; zbMATH DE number 1507343

Cites work

• scientific article; zbMATH DE number 3904328 (Why is no real title available?)
• scientific article; zbMATH DE number 3708924 (Why is no real title available?)
• scientific article; zbMATH DE number 3516003 (Why is no real title available?)
• scientific article; zbMATH DE number 477682 (Why is no real title available?)
• scientific article; zbMATH DE number 1507343 (Why is no real title available?)
• A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: applications of the Kappalab R package
• Behavioral analysis of aggregation in multicriteria decision aid
• Content of the frustum of a simplex
• Cumulative distribution functions and moments of lattice polynomials
• Distribution functions of linear combinations of lattice polynomials from the uniform distribu\-tion
• Error bounds in divided difference expansions. A probabilistic perspective
• Fuzzy integral in multicriteria decision making
• Fuzzy measures and integrals. Theory and applications
• LINEAR FUNCTIONS OF UNIFORM ORDER STATISTICS AND B-SPLINES
• Linear functions of order statistics with smooth weight functions
• On calculating with B-splines
• On ordered weighted averaging aggregation operators in multicriteria decisionmaking
• Order Statistics
• Series approximations for moments of order statistics using \texttt{MAPLE}.
• THE DISTRIBUTION OF THE RATIO, IN A SINGLE NORMAL SAMPLE, OF RANGE TO STANDARD DEVIATION
• The multidimensional content of the frustum of the simplex
• The volume cut off a simplex by a half-space
• Theory of capacities
• Tolerant or intolerant character of interacting criteria in aggregation by the Choquet integral.

Cited in

(4)

• Choquet integral calculus on a continuous support and its applications
• A moment problem for discrete nonpositive measures on a finite interval
• Choquet integral with stochastic entries
• Distribution functions of linear combinations of lattice polynomials from the uniform distribu\-tion

Describes a project that uses

Uses Software

• kappalab
• R

This page was built for publication: On the moments and distribution of discrete Choquet integrals from continuous distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1026432)