English

Distribution functions of linear combinations of lattice polynomials from the uniform distribution

Probability 2008-05-05 v1 Statistics Theory Statistics Theory

Abstract

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.

Keywords

Cite

@article{arxiv.0709.3184,
  title  = {Distribution functions of linear combinations of lattice polynomials from the uniform distribution},
  author = {Jean-Luc Marichal and Ivan Kojadinovic},
  journal= {arXiv preprint arXiv:0709.3184},
  year   = {2008}
}

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11 pages