An elementary proof of the covariance inequality for Choquet integral

Statistics and Probability Letters - Tập 106 - Trang 173-175 - 2015
Hamzeh Agahi1
1Department of Mathematics, Faculty of Basic Science, Babol University of Technology, Babol, Iran

Tài liệu tham khảo

Armstrong, 1993, Chebyshev inequalities and comonotonicity, Real Anal. Exchange, 19, 266, 10.2307/44153837 Denneberg, 1994 Girotto, 2011, Chebyshev type inequality for Choquet integral and comonotonicity, Int. J. Approx. Reason., 52, 1118, 10.1016/j.ijar.2011.06.001 Girotto, 2012, Chebyshev and Jensen inequalities for Choquet integral, Math. Pannon., 23, 267 Pap, 1995