Multivariate integration of functions depending explicitly on the minimum and the maximum of the variables

被引:1
|
作者
Marichal, Jean-Luc [1 ]
机构
[1] Univ Luxembourg, Inst Math, L-1511 Luxembourg, Luxembourg
关键词
multivariate integration; Crofton formula; aggregation function; Cauchy mean; distribution function; expected value; andness; orness;
D O I
10.1016/j.jmaa.2007.10.021
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
By using some basic calculus of multiple integration, we provide an alternative expression of the integral integral(n)(]a,b[) f(x, min x(i), max x(i)) dx, in which the minimum and the maximum are replaced with two single variables. We demonstrate the usefulness of that expression in the computation of orness and andness average values of certain aggregation functions. By generalizing our result to Riemann-Stieltjes integrals, we also provide a method for the calculation of certain expected values and distribution functions. (c) 2007 Elsevier Inc. All rights reserved.
引用
收藏
页码:200 / 210
页数:11
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