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Stolarsky’s inequality for Choquet-like expectation
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AbstractExpectation is the fundamental concept in statistics and probability. As two generalizations of expectation, Choquet and Choquet-like expectations are commonly used tools in generalized probability theory. This paper considers the Stolarsky inequality for two classes of Choquet-like integrals. The first class generalizes the Choquet expectation and the second class is an extension of the Sugeno integral. Moreover, a new Minkowski’s inequality without the comonotonicity condition for two classes of Choquet-like integrals is introduced. Our results significantly generalize the previous results in this field. Some examples are given to illustrate the results.
Title: Stolarsky’s inequality for Choquet-like expectation
Description:
AbstractExpectation is the fundamental concept in statistics and probability.
As two generalizations of expectation, Choquet and Choquet-like expectations are commonly used tools in generalized probability theory.
This paper considers the Stolarsky inequality for two classes of Choquet-like integrals.
The first class generalizes the Choquet expectation and the second class is an extension of the Sugeno integral.
Moreover, a new Minkowski’s inequality without the comonotonicity condition for two classes of Choquet-like integrals is introduced.
Our results significantly generalize the previous results in this field.
Some examples are given to illustrate the results.
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