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Functions operating on multivariate distribution and survival functions—With applications to classical mean-values and to copulas
Authors:Paul Ressel
Institution:
  • Katholische Universität Eichstätt-Ingolstadt, Ostenstraße 28, 85072 Eichstätt, Germany
  • Abstract:Functions operating on multivariate distribution and survival functions are characterized, based on a theorem of Morillas, for which a new proof is presented. These results are applied to determine those classical mean values on 0,1]n which are distribution functions of probability measures on 0,1]n. As it turns out, the arithmetic mean plays a universal rôle for the characterization of distribution as well as survival functions. Another consequence is a far reaching generalization of Kimberling’s theorem, tightly connected to Archimedean copulas.
    Keywords:60E05  62H05  26A48
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