mean: Calculate the sample Aumann mean of a random interval
Description
This function calculates the sample Aumann mean of a single realization
formed by \(n\) nonempty compact real intervals drawn from a random
interval saved as an IntervalList object.
Usage
# S4 method for IntervalList
mean(x)
Value
This function returns an IntervalData object with the calculated
sample Aumann mean of the given \(n\) intervals, which is defined as
another nonempty compact real interval.
Arguments
x
A list of intervals, that is, an IntervalList object.
Let \(\mathcal{X}\) be an interval-valued random set
and let \(\left(x_{1},x_{2},\ldots,x_{n}\right)\) be a sample of \(n\)
independent observations drawn from \(\mathcal{X}\). Then, the sample
Aumann mean (see Aumann, 1965) is defined as the following interval given by
$$\overline{x} = \frac{1}{n}\sum_{i=1}^{n} x_{i}.$$
References
Aumann, R.J. (1965). Integrals of set-valued functions.
Journal of Mathematical Analysis and Applications, 12(1):1-12.
tools:::Rd_expr_doi("10.1016/0022-247X(65)90049-1").
See Also
Other sample dispersion and covariance measures such as sample Fréchet
variance and sample covariance can be calculated through var()
and cov() functions, respectively.