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- Title
Some properties of Choquet integral based probability functions.
- Authors
TORRA, VICENÇ
- Abstract
The Choquet integral permits us to integrate a function with respect to a non-additive measure. When the measure is additive it corresponds to the Lebesgue integral. This integral was used recently to define families of probability-density functions. They are the exponential family of Choquet integral (CI) based class-conditional probability-density functions, and the exponential family of Choquet-Mahalanobis integral (CMI) based class-conditional probability-density functions. The latter being a generalization of the former, and also a generalization of the normal distribution. In this paper we study some properties of these distributions, and study the application of a few normality tests.
- Subjects
CHOQUET theory; LEBESGUE integral; PROBABILITY density function; MATRIX logic; HADAMARD matrices; ARTIFICIAL intelligence
- Publication
Acta et Commentationes Universitatis Tartuensis de Mathematica, 2015, Vol 19, Issue 1, p35
- ISSN
1406-2283
- Publication type
Article
- DOI
10.12697/ACUTM.2015.19.04