Article ID Journal Published Year Pages File Type
1146248 Journal of Multivariate Analysis 2012 13 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Numerical Analysis
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