Extreme Copulas and the Comparison of Ordered Lists |
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Authors: | B De Schuymer H De Meyer B De baets |
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Institution: | (1) Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281, B-9000 Gent, Belgium;(2) Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281, B-9000 Gent, Belgium;(3) Department of Applied Mathematics, Biometrics and Process Control, Ghent University, Coupure links 653, B-9000 Gent, Belgium |
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Abstract: | We introduce two extreme methods to pairwisely compare ordered lists of the same length, viz. the comonotonic and the countermonotonic
comparison method, and show that these methods are, respectively, related to the copula T
M
(the minimum operator) and the Ł ukasiewicz copula T
L
used to join marginal cumulative distribution functions into bivariate cumulative distribution functions. Given a collection
of ordered lists of the same length, we generate by means of T
M
and T
L
two probabilistic relations Q
M
and Q
L
and identify their type of transitivity. Finally, it is shown that any probabilistic relation with rational elements on a
3-dimensional space of alternatives which possesses one of these types of transitivity, can be generated by three ordered
lists and at least one of the two extreme comparison methods. |
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Keywords: | comonotonic/countermonotonic comparison copula ordered list probabilistic relation transitivity |
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