Stolarsky’s inequality for Choquet-like expectation

2016 ◽  
Vol 66 (5) ◽  
Author(s):  
Hamzeh Agahi ◽  
Radko Mesiar

AbstractExpectation is the fundamental concept in statistics and probability. As two generalizations of expectation, Choquet and Choquet-like expectations are commonly used tools in generalized probability theory. This paper considers the Stolarsky inequality for two classes of Choquet-like integrals. The first class generalizes the Choquet expectation and the second class is an extension of the Sugeno integral. Moreover, a new Minkowski’s inequality without the comonotonicity condition for two classes of Choquet-like integrals is introduced. Our results significantly generalize the previous results in this field. Some examples are given to illustrate the results.

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Jing Chen ◽  
Zengjing Chen

Abstract In this article, we employ the elementary inequalities arising from the sub-linearity of Choquet expectation to give a new proof for the generalized law of large numbers under Choquet expectations induced by 2-alternating capacities with mild assumptions. This generalizes the Linderberg–Feller methodology for linear probability theory to Choquet expectation framework and extends the law of large numbers under Choquet expectation from the strong independent and identically distributed (iid) assumptions to the convolutional independence combined with the strengthened first moment condition.


1973 ◽  
Vol 57 (401) ◽  
pp. 236
Author(s):  
S. Letchford ◽  
Robert A. Barks

2020 ◽  
Vol 16 (1) ◽  
pp. 1-10
Author(s):  
Jozef Melcer ◽  
Eva Merčiaková ◽  
Peter Pisca

AbstractConsidering that the unevenness of the road surface is the primary source of the kinematic excitation of the vehicle, it is necessary to map the unevenness, and then to describe it mathematically. The data sets thus obtained represent an important input for numerical simulations of the motion of vehicles on the road. This paper deals with the analysis and comparison of results from two methods of mapping the surface of the road - exact levelling and spatial scanning. The obtained results are evaluated qualitatively and quantitatively by methods of mathematical statistics and probability theory.


Author(s):  
Kalman Ziha

Abstract The probabilistic safety analysis evaluates system reliability and failure probability by using statistics and probability theory but it cannot estimate the system uncertainties due to variabilities of system state probabilities. The article firstly resumes how the information entropy expresses the probabilistic uncertainties due to unevenness of probability distributions of system states. Next it argues that the conditional entropy with respect to system operational and failure states appropriately describes system redundancy and robustness, respectively. Finally the article concludes that the joint probabilistic uncertainties of reliability, redundancy and robustness defines the integral system safety. The concept of integral system safety allows more comprehensive definitions of favorable system functional properties, configuration evaluation, optimization and decision making in engineering.


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