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

DOI10.1016/J.CAM.2008.10.061zbMATH Open1166.60009arXiv0811.0468OpenAlexW2060410120MaRDI QIDQ1026432FDOQ1026432

Ivan Kojadinovic, Jean-Luc Marichal

Publication date: 25 June 2009

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

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.

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

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zbMATH Keywords

asymptotic distributionorder statisticB-splinedivided difference[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Lov%EF%BF%BD%EF%BF%BDsz+extension&go=Go Lov��sz extension]discrete Choquet integral

Mathematics Subject Classification ID

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

Cites Work

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Cited In (3)

• 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

Uses Software

• R
• kappalab

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