Weighted lattice polynomials of independent random variables

DOI10.1016/J.DAM.2007.08.024MaRDI QIDQ2476255zbMATH OpenOpenAlexFDO

Authors Jean-Luc Marichal

Publication date 18 March 2008

Published in Discrete Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0707.0953

zbMATH Keywords

cumulative distribution functionlattice polynomialmomentorder statisticreliabilityweighted lattice polynomial

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30) Reliability and life testing (62N05)

Abstract: We give the cumulative distribution functions, the expected values, and the moments of weighted lattice polynomials when regarded as real functions of independent random variables. Since weighted lattice polynomial functions include ordinary lattice polynomial functions and, particularly, order statistics, our results encompass the corresponding formulas for these particular functions. We also provide an application to the reliability analysis of coherent systems.

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Cites work

• Cumulative distribution functions and moments of lattice polynomials
• scientific article; zbMATH DE number 1986065 (Why is no real title available?)
• scientific article; zbMATH DE number 1507333 (Why is no real title available?)
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• Multilinear Extensions of Games
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Cited in

(6)

• Weighted lattice polynomials
• Lattice polynomials of random variables
• Multivariate integration of functions depending explicitly on the minimum and the maximum of the variables
• Cumulative distribution functions and moments of lattice polynomials
• SYSTEM RELIABILITY AND WEIGHTED LATTICE POLYNOMIALS
• Distribution functions of linear combinations of lattice polynomials from the uniform distribu\-tion

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