Mathematics – Probability
Scientific paper
2008-11-04
Journal of Computational and Applied Mathematics 230 (1) (2009) 83-94
Mathematics
Probability
20 pages
Scientific paper
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.
Kojadinovic Ivan
Marichal Jean-Luc
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