Article ID: | iaor20115662 |
Volume: | 217 |
Issue: | 22 |
Start Page Number: | 8936 |
End Page Number: | 8942 |
Publication Date: | Jul 2011 |
Journal: | Applied Mathematics and Computation |
Authors: | Sheng Changtao, Shi Jiuliang, Ouyang Yao |
Keywords: | decision theory |
The Chebyshev inequality for the Choquet‐like integral is investigated. As an application, a Markov’s inequality for this type of integral is proven. Some previous results obtained by others are generalized.