Some quantities represented by the Choquet integral. (English) Zbl 0816.28012

The authors show how one can use the Choquet integral to express several quantities in probability theory and statistics. Those quantities include, among others, supremum, infimum, essential supremum, essential infimum, mean, median and \(\alpha\)-quantile.
Reviewer: T.Kubiak (Poznań)


28E10 Fuzzy measure theory
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