Weighted lattice polynomials of independent random variables

Details Weighted lattice polynomials of independent random variables Weighted lattice polynomials of independent random variables

2007-07-06

arxiv.org/abs/0707.0953v1

Discrete Applied Mathematics 156 (5) (2008) 685-694

Mathematics

Probability

14 pages

Scientific paper

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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