Article (Scientific journals)
Weighted lattice polynomials of independent random variables
MARICHAL, Jean-Luc
2008In Discrete Applied Mathematics, 156 (5), p. 685-694
Peer reviewed
 

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Keywords :
weighted lattice polynomial; lattice polynomial; order statistic; cumulative distribution function; moment; reliability
Abstract :
[en] We give the cumulative distribution functions, the expected values, and the moments of weighted lattice polynomials when regarded as real functions of independent random variables. Since weighted lattice polynomial functions include ordinary lattice polynomial functions and, particularly, order statistics, our results encompass the corresponding formulas for these particular functions. We also provide an application to the reliability analysis of coherent systems.
Disciplines :
Mathematics
Identifiers :
UNILU:UL-ARTICLE-2010-411
Author, co-author :
MARICHAL, Jean-Luc ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
Weighted lattice polynomials of independent random variables
Publication date :
01 March 2008
Journal title :
Discrete Applied Mathematics
ISSN :
0166-218X
Publisher :
Elsevier Science, Amsterdam, Netherlands
Volume :
156
Issue :
5
Pages :
685-694
Peer reviewed :
Peer reviewed
Name of the research project :
Recherches méthodologiques et mathématiques en aide à la décision et à la classification > 01/01/2005 – 12/12/2007 > BISDORFF Raymond
Funders :
University of Luxembourg - UL
Available on ORBilu :
since 23 May 2013

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