Stolarsky’s inequality for Choquet-like expectation
Keyword(s):
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.
1988 ◽
Vol 30
(3)
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pp. 277
1973 ◽
Vol 136
(4)
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pp. 621
Keyword(s):