Mathematics – Probability
Scientific paper
2007-09-20
Statistics and Probability Letters 78 (8) (2008) 985-991
Mathematics
Probability
11 pages
Scientific paper
We give the distribution functions, the expected values, and the moments of linear combinations of lattice polynomials from the uniform distribution. Linear combinations of lattice polynomials, which include weighted sums, linear combinations of order statistics, and lattice polynomials, are actually those continuous functions that reduce to linear functions on each simplex of the standard triangulation of the unit cube. They are mainly used in aggregation theory, combinatorial optimization, and game theory, where they are known as discrete Choquet integrals and Lovasz extensions.
Kojadinovic Ivan
Marichal Jean-Luc
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