Generalized pseudo-probability measure

摘要

A new approach to non-additive set functions is presented. The notion of non-additive measure is extended using non-commutative and non-associative operations with two parameters and the cumulative distribution function of a random variable. One new non-additive measure, generalized pseudo-probability measure, is defined and some of its basic properties are proven. (C) 2019 Elsevier B.V. All rights reserved.