Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146248 | Journal of Multivariate Analysis | 2012 | 13 Pages |
Abstract
Functions operating on multivariate distribution and survival functions are characterized, based on a theorem of Morillas, for which a new proof is presented. These results are applied to determine those classical mean values on [0,1]n[0,1]n which are distribution functions of probability measures on [0,1]n[0,1]n. As it turns out, the arithmetic mean plays a universal rôle for the characterization of distribution as well as survival functions. Another consequence is a far reaching generalization of Kimberling’s theorem, tightly connected to Archimedean copulas.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Paul Ressel,