Distribution functions of linear combinations of lattice polynomials from the uniform distribution |
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Authors: | Jean-Luc Marichal Ivan Kojadinovic |
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Affiliation: | aInstitute of Mathematics, University of Luxembourg, 162A, avenue de la Faïencerie, L-1511 Luxembourg, Luxembourg bDepartment of Statistics, The University of Auckland, Private Bag 92019, Auckland 1142, New Zealand |
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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 Lovász extensions. |
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