| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 397925 | International Journal of Approximate Reasoning | 2011 | 6 Pages |
Abstract
We supply a Chebyshev type inequality for Choquet integral and link this inequality with comonotonicity.
► A Chebyshev inequality in the setting of monotone set functions. ► Validity of Chebyshev inequality for comonotonic non negative random variables. ► Characterization of comonotonic integrable random variables via Chebyshev inequality.
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Bruno Girotto, Silvano Holzer,