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Some properties of Choquet integral based probability functions
University of Skövde, School of Informatics. University of Skövde, The Informatics Research Centre. (Skövde Artificial Intelligence Lab (SAIL))ORCID iD: 0000-0002-0368-8037
2015 (English)In: Acta et Commentationes Universitatis Tartuensis de Mathematica, ISSN 1406-2283, E-ISSN 2228-4699, Vol. 19, no 1, 35-47 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
University of Tartu, 2015. Vol. 19, no 1, 35-47 p.
National Category
Interaction Technologies
Research subject
Technology
Identifiers
URN: urn:nbn:se:his:diva-11131DOI: 10.12697/ACUTM.2015.19.04Scopus ID: 2-s2.0-84930984856OAI: oai:DiVA.org:his-11131DiVA: diva2:821980
Available from: 2015-06-16 Created: 2015-06-16 Last updated: 2016-06-23Bibliographically approved

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