International Journal of Approximate Reasoning 51 (2009) 135–140

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International Journal of Approximate Reasoning

journal homepage: www.elsevier.com/locate/ijar

New general extensions of Chebyshev type inequalities for Sugeno integrals

Hamzeh Agahi a,*, Radko Mesiar b,c, Yao Ouyang d
a
Department of Statistics, Faculty of Mathematics and Computer Science, Shahid Bahonar University of Kerman, Kerman, Iran
b
Department of Mathematics and Descriptive Geometry, Faculty of Civil Engineering, Slovak University of Technology, SK-81368 Bratislava, Slovakia
c
Institute for Research and Applications of Fuzzy Modelling, University of Ostrava, 30 Dubna 22 701 03 Ostrava 1, Czech Republic
d
Faculty of Science, Huzhou Teacher’s College, Huzhou, Zhejiang 313000, PR China

a r t i c l e i n f o a b s t r a c t

Article history: We provide new frameworks of Chebyshev type inequalities for Sugeno integrals on
Received 14 May 2009 abstract spaces.
Received in revised form 26 September Ó 2009 Elsevier Inc. All rights reserved.
2009
Accepted 29 September 2009
Available online 6 October 2009

Keywords:
Sugeno integral
Fuzzy measure
Comonotone functions
Chebyshev’s inequality
Minkowski’s inequality

1. Introduction

In a recent paper [6], Mesiar and Ouyang proved the following Chebyshev type inequalities for Sugeno integrals:
R R
Theorem 1.1. Let f ; g 2 Fþ ðXÞ and l be an arbitrary fuzzy measure such that ðSÞ A f dl and ðSÞ A g dl are finite. Let
2
H : ½0; 1Þ ! ½0; 1Þ be continuous and nondecreasing in both arguments and bounded from above by minimum. If f ; g are
comonotone, then the inequality
Z  Z   Z 
ðSÞ f H g dl P ðSÞ f dl H ðSÞ g dl ð1:1Þ
A A A

holds.
It is known that
Z  Z   Z 
ðSÞ f Hg dl 6 ðSÞ f dl H ðSÞ g dl ð1:2Þ
A A A

where f ; g are comonotone functions whenever H P max (for a similar result, see [10]), it is of great interest to determine
the operator H such that
Z  Z   Z 
ðSÞ f Hg dl ¼ ðSÞ f dl H ðSÞ g dl ð1:3Þ
A A A

* Corresponding author.
E-mail addresses: Hamzeh.Agahi@gmail.com (H. Agahi), mesiar@math.sk (R. Mesiar), oyy@hutc.zj.cn (Y. Ouyang).

0888-613X/$ - see front matter Ó 2009 Elsevier Inc. All rights reserved.
doi:10.1016/j.ijar.2009.09.006
136 H. Agahi et al. / International Journal of Approximate Reasoning 51 (2009) 135–140

holds for any comonotone functions f ; g, and for any fuzzy measure l and any measurable set A. Ouyang et al. [12] and
Ouyang and Mesiar [11] proved that there are only 18 operators such that (1.3) holds, including the four well-known oper-
ators: minimum, maximum, PF (called the first projection, PF for short, if xHy ¼ x for each pair ðx; yÞ) and PL (called the last
projection, PL for short, if xHy ¼ y for each pair ðx; yÞ).
Recently, Agahi and Yaghoobi [1] proved a Minkowski type inequality for monotone functions and arbitrary fuzzy mea-
sure-based Sugeno integrals on real line, and then Agahi et al. [2] further generalized it to comonotone functions and arbi-
trary fuzzy measure-base Sugeno integral on an arbitrary measurable space.
R
Theorem 1.2. Let f ; g 2 Fþ ðXÞ and l be an arbitrary fuzzy measure such that ðSÞ A ðf HgÞ dl is finite. Let H : ½0; 1Þ2 ! ½0; 1Þ be
continuous and nondecreasing in both arguments and bounded from below by maximum. If f ; g are comonotone, then the
inequality
 Z 1s  Z 1s  Z 1s
ðSÞ ðf HgÞs dl 6 ðSÞ f s dl H ðSÞ g s dl ð1:4Þ
A A A

holds for all 0 < s < 1.

Also, Ouyang et al. in [9], motivated by Agahi et al. [2], proved an inequality related to (1.4) where the obtained inequality
can also be seen as a generalization of Chebyshev inequality for Sugeno integral [6].
R R
Theorem 1.3. Let f ; g 2 Fþ ðXÞ and l be an arbitrary fuzzy measure such that both ðSÞ A f s dl and ðSÞ A g s dl are finite. And let
H : ½0; 1Þ2 ! ½0; 1Þ be continuous and nondecreasing in both arguments and bounded from above by minimum. If f ; g are
comonotone, then the inequality
 Z 1s  Z 1s  Z 1s
ðSÞ ðf HgÞs dl P ðSÞ f s dl H ðSÞ g s dl ð1:5Þ
A A A

holds for all 0 < s < 1.

The aim of this contribution is the discussion of new frameworks of Chebyshev type inequalities for Sugeno integrals on
abstract spaces. In general, any integral inequality can be a very strong tool for applications. In particular, when we think an
integral operator as a predictive tool then an integral inequality can be very important in measuring and dimensioning such
processes.
The paper is organized as follows. In Section 2, we briefly recall some preliminaries and summarization of some known
results. In Section 3, we will focus on new general extensions of Chebyshev type inequalities for Sugeno integrals on abstract
spaces. Finally, a conclusion is given.

2. Preliminaries

We follow the notation used in [2,11,12] and we refer the reader to [14,17,18] for details on the fuzzy measure and Su-
geno integrals. For completeness, we recall some basic definitions and previous results which will be used in the sequel.
As usual we denote by R the set of real numbers. Let X be a non-empty set, F be a r-algebra of subsets of X. Let N denote
the set of all positive integers and Rþ denote ½0; þ1. Throughout this paper, we fix the measurable space ðX; FÞ, and all con-
sidered subsets are supposed to belong to F.
Definition 2.1 (Ralescu and Adams [14]). A set function l : F ! Rþ is called a fuzzy measure if the following properties are
satisfied:

(FM1) lð;Þ ¼ 0;
(FM2) A  B implies lðAÞ 6 lðBÞ;
S
(FM3) A1  A2     implies lð 1 n¼1 An Þ ¼ limn!1 lðAn Þ; and
T
(FM4) A1  A2    , and lðA1 Þ < þ1 imply lð 1 n¼1 An Þ ¼ limn!1 lðAn Þ.

When l is a fuzzy measure, the triple ðX; F; lÞ then is called a fuzzy measure space.
Let ðX; F; lÞ be a fuzzy measure space, by Fþ ðXÞ we denote the set of all non-negative measurable functions
f : X ) ½0; 1Þ with respect to F. In what follows, all considered functions belong to Fþ ðXÞ. Let f be a non-negative real-val-
ued function defined on X, we will denote the set fx 2 Xjf ðxÞ P ag by F a for a P 0. Clearly, F a is nonincreasing with respect to
a, i.e., a 6 b implies F a kF b .
Definition 2.2 (Pap [13], Sugeno [17] and Wang and Klir [18]). Let ðX; F; lÞ be a fuzzy measure space and A 2 F, the Sugeno
integral of f on A, with respect to the fuzzy measure l, is defined as
Z _
ðSÞ f dl ¼ ða ^ lðA \ F a ÞÞ
A aP0
 H. Agahi et al. / International Journal of Approximate Reasoning 51 (2009) 135–140 137

When A ¼ X, then
Z Z _
ðSÞ f dl ¼ ðSÞ f dl ¼ ða ^ lðF a ÞÞ
X aP0

It is well known that Sugeno integral is a type of nonlinear integral [5]. That is, for general case,
Z Z Z
ðSÞ ðaf þ bgÞ dl ¼ aðSÞ f dl þ bðSÞ g dl

does not hold. Some basic properties of Sugeno integral are summarized in [13,18], we cite some of them in the next
theorem.
Theorem 2.3 (Pap [13] and Wang and Klir [18]). Let ðX; F; lÞ be a fuzzy measure space, then
R
(i) lðA \ F a Þ P a ) ðSÞR A f dl P a;
(ii) lðAR\ F a Þ 6 a ) ðSÞ A f dl 6 a;
(iii) ðSÞ A f dl < a () there exists c < a such that lðA \ F c Þ < a;
R
(iv) ðSÞ A f dl > a iff there exists c > a such that lðA \ F c Þ > a;
R
(v) If lðAÞ < 1, then lðA \ F a Þ P a () ðSÞ A f dl P a;
R R
(vi) If f 6 g, then ðSÞ f dl 6 ðSÞ g dl.

In [7], Ouyang and Fang proved the following result which generalized the corresponding one in [15].
Ra
Lemma 2.4. Let m be the Lebesgue measure on R and let f : ½0; 1Þ ! ½0; 1Þ be a nonincreasing function. If ðSÞ 0 f dm ¼ p, then
Z a
f ðpÞ P ðSÞ f dm ¼ p
0

for all a P 0, where f ðpÞ ¼ limx!p f ðxÞ.

Moreover, if p < a and f is continuous at p, then f ðpÞ ¼ f ðpÞ ¼ p.
Ra
Notice that if m is the Lebesgue measure and f is nonincreasing, then f ðpÞ P p implies ðSÞ 0 f dm P p for any a P p. In
fact, the monotonicity of f and the fact f ðpÞ P p imply that ½0; pÞ  F p . Thus, mð½0; a \ F p Þ P mð½0; a \ ½0; pÞÞ ¼ mð½0; pÞÞ ¼ p.
Ra
Now, by Theorem 2.3(i), we have ðSÞ 0 f dm P p.
Based on Lemma 2.4, Ouyang et al. proved some Chebyshev type inequalities [8] and their united form [6] (i.e., Theorem
1.1 in this paper). Notice that when proving these theorems, the following lemma, which is derived from the transformation
theorem for Sugeno integrals (see [18]), plays a fundamental role.
R R Rr
Lemma 2.5. Let ðSÞ A f dl ¼ p. Then 8r P p, ðSÞ A f dl ¼ ðSÞ 0 lðA \ F a Þ dm, where m is the Lebesgue measure.
In this contribution, we will prove new general extensions of Chebyshev type inequalities for the Sugeno integral of
comonotone functions. Recall that two functions f ; g : X ! R are said to be comonotone if for all ðx; yÞ 2 X 2 ,
ðf ðxÞ  f ðyÞÞðgðxÞ  gðyÞÞ P 0. Clearly, if f and g are comonotone, then for all non-negative real numbers p; q either
F p  Gq or Gq  F p . Indeed, if this assertion does not hold, then there are x 2 F p n Gq and y 2 Gq n F p . That is,
f ðxÞ P p; gðxÞ < q and f ðyÞ < p; gðyÞ P q
and hence ðf ðxÞ  f ðyÞÞðgðxÞ  gðyÞÞ < 0, contradicts with the comonotonicity of f and g. Notice that comonotone functions
can be defined on any abstract space. It is well known that Sugeno integral is comonotone maxitive (cf. [3]), i.e., if f and g
are comonotone then
Z  Z   Z 
ðSÞ f _ g dl ¼ ðSÞ f dl _ ðSÞ g dl
A A A

Notice that inequality (1.1) together with the monotonicity of Sugeno integral (Theorem 2.3(vi)) imply that
Z  Z   Z 
ðSÞ f ^ g dl ¼ ðSÞ f dl ^ ðSÞ g dl
A A A

That is, Sugeno integral also has the comonotone minitive property (cf. [6]).
Now, we give the following definition which will be used later.
Definition 2.6 ([16,17]). A fuzzy measure l : F ! ½0; 1 is said to be maxitive, if, for every pair A and B in F,
lðA [ BÞ ¼ lðAÞ _ lðBÞ
It is well known that l : F ! ½0; 1 is minitive, if, for every pair A and B in F,

lðA \ BÞ ¼ lðAÞ ^ lðBÞ:

138 H. Agahi et al. / International Journal of Approximate Reasoning 51 (2009) 135–140

3. Main results

In this section, we provide new frameworks of Chebyshev type inequalities for the Sugeno integrals. In [11], we have ob-
tained the extension for the particular case when s ¼ 1. Now, we state the main result of this paper.
R R
Theorem 3.1. Let f ; g 2 Fþ ðXÞ and l be an arbitrary fuzzy measure such that both ðSÞ A uðf Þ dl and ðSÞ A uðgÞ dl are finite.
2
And let H : ½0; 1Þ ! ½0; 1Þ be continuous and nondecreasing in both arguments and bounded from above by minimum and
u : ½0; 1Þ ! ½0; 1Þ be a continuous and strictly increasing function. If f ; g are comonotone, then the inequality
 Z   Z   Z 
u1 ðSÞ uðf Hg Þ dl P u1 ðSÞ uð f Þ dl H u1 ðSÞ uðg Þ dl ð3:1Þ
A A A

holds.
R R
Proof. Let ðSÞ A
uðf Þ dl ¼ p < 1 and ððSÞ A
uðgÞ dlÞ ¼ q < 1. Theorem 2.3(v) implies that
Z
ðSÞ uðf Þ dl ¼ p ) lðA \ fuðf Þ P pgÞ P p ) lðA \ F u1 ðpÞ Þ P p ð3:2Þ
A

Z
ðSÞ uðgÞ dl ¼ q ) lðA \ fuðgÞ P qgÞ P q ) lðA \ Gu1 ðqÞ Þ P q ð3:3Þ
A

where F a ¼ fxjf ðxÞ P ag and Ga ¼ fxjgðxÞ P ag. Since H : ½0; 1Þ2 ! ½0; 1Þ is continuous and nondecreasing in both argu-
ments and bounded from above by minimum and u : ½0; 1Þ ! ½0; 1Þ is a continuous and strictly increasing function, there
holds

u1 ðminfp; qgÞ ¼ minfu1 ðqÞ; u1 ðpÞg P u1 ðpÞHu1 ðqÞ
Then

minfp; qg P uðu1 ðpÞHu1 ðqÞÞ ð3:4Þ

Therefore (3.2)–(3.4) imply that
lðA \ Hu1 ðpÞHu1 ðqÞ Þ P lðA \ ðF u1 ðpÞ \ Gu1 ðqÞ ÞÞ ¼ minflðA \ F u1 ðpÞ Þ; lðA \ Gu1 ðqÞ Þg P minfp; qg
P uðu1 ðpÞHu1 ðqÞÞ
where Ha ¼ fxjf ðxÞHgðxÞ P ag. Denote C a ¼ fxjuðf ðxÞHgðxÞÞ P ag, then

lðA \ C uðu1 ðpÞHu1 ðqÞÞ Þ ¼ lðA \ Hu1 ðpÞHu1 ðqÞ Þ P uðu1 ðpÞHu1 ðqÞÞ ð3:5Þ

and, consequently, from (3.5) and Theorem 2.3(i) we obtain:

Z  Z 
ðSÞ uðf HgÞ dl P uðu1 ðpÞHu1 ðqÞÞ ) u1 ðSÞ uðf HgÞ dl P u1 ðpÞHu1 ðqÞ
A A

This completes the proof. h

Remark 3.2. If we take uðxÞ ¼ x and uðxÞ ¼ xs for s > 0 in Theorem 3.1, respectively, then inequality (1.1) and (1.5) are
recaptured.
R R
Remark 3.3. Let ðSÞ A uðf Þ dl ¼ p and ðSÞ A uðgÞ dl ¼ q, and let c P maxðp; q; u1 ðpÞ; u1 ðqÞÞ. Then the requirement of
Hj½0;c2 6 min is enough to ensure the validity of Theorem 3.1. If H ¼ min, then inequality (3.1) remains true when
R R
ðSÞ A uðf Þ dl and/or ðSÞ A uðgÞ dl are/is finite. Therefore, inequality (3.1) together with the monotonicity of Sugeno integral
(Theorem 2.3(vi)) imply that
 Z   Z   Z 
u1 ðSÞ uðf ^ gÞ dl ¼ u1 ðSÞ uðf Þ dl ^ u1 ðSÞ uðf Þ dl
A A A

This property is also equivalent to comonotone minitivity.

Remark 3.4. Let H be continuous and nondecreasing. If Hj½0;12 is a triangular subnorm [4], then inequality (3.1) works for
R R
any comonotone functions f ; g with ðSÞ A uðf Þ dl 6 1 and ðSÞ A uðgÞ dl 6 1. Assume H ¼  with f ; g taking values in
s
½0; 1 and u ¼ ðÞ . Then, inequality (3.1) is a Hölder type inequality.

Remark 3.5. If l is minitive in Theorem 3.1, then inequality (3.1) holds even when f ; g are not comonotone.
We can use the same examples in [6] to show the necessities of H 6 min and the comonotonicity of f ; g , and so we omit
them here.
 H. Agahi et al. / International Journal of Approximate Reasoning 51 (2009) 135–140 139

The following result is easy to obtain.

Corollary 3.6. Let f1 ; f2 ; . . . ; fn be such that any two of them are comonotone and be as in 3.1. Then
 Z 
u1 ðSÞ uðð   ððf1 Hf2 Þf3 Þ   ÞHfn Þ dl
 A   Z   Z    Z 
P    u1 ðSÞ uðf1 Þ dl Hu1 ðSÞ uðf2 Þ dl H    Hu1 ðSÞ uðfn Þ dl
A A A

Proof. The proof is similar to that of Corollary 3.8 in [9]. h

Now, using the Lemmas 2.4 and 2.5 we obtain the following result.
R
Theorem 3.7. Let f ; g 2 Fþ ðXÞ and l be an arbitrary fuzzy measure such that ðSÞ A uðf HgÞ dl is finite. And let
2
H : ½0; 1Þ ! ½0; 1Þ be continuous and nondecreasing in both arguments and bounded from below by maximum and
u : ½0; 1Þ ! ½0; 1Þ be a continuous and strictly increasing function. If f ; g are comonotone, then the inequality
 Z   Z   Z 
u1 ðSÞ uðf HgÞ dl 6 u1 ðSÞ uðf Þ dl Hu1 ðSÞ uðgÞ dl ð3:6Þ
A A A

holds.
R R
Proof. Without loss of generality, we can assume that both ðSÞ A uðf Þ dl and ðSÞ A uðgÞ dl are finite. Let
 R   R 
u1 ðSÞ A uðf Þ dl ¼ a; u1 ðSÞ A uðgÞ dl ¼ b and r be a sufficient large number. Denote AðaÞ ¼ lðA \ fxjuðf ÞðxÞ P
agÞ; BðaÞ ¼ lðA \ fxjuðgÞðxÞ P agÞ and CðaÞ ¼ lðA \ fxjuðf HgÞðxÞ P agÞ. By Lemma 2.5 we have
Z Z r
ðSÞ uðf Þ dl ¼ ðSÞ AðaÞ dm ¼ uðaÞ
A 0

and
Z Z r
ðSÞ uðgÞ dl ¼ ðSÞ BðaÞ dm ¼ uðbÞ
A 0

Now, for arbitrary e > 0, we have AðuðaÞ þ eÞ 6 uðaÞ and BðuðbÞ þ eÞ 6 uðbÞ, that is,
lðA \ fxjf ðxÞ P u1 ðuðaÞ þ eÞgÞ 6 uðaÞ
and
lðA \ fxjgðxÞ P u1 ðuðbÞ þ eÞgÞ 6 uðbÞ
Also,

u1 ðmaxfuðaÞ; uðbÞgÞ ¼ maxfu1 ðuðaÞÞ; u1 ðuðbÞÞg ¼ maxfa; bg 6 aHb

Then
maxfuðaÞ; uðbÞg 6 uðaHbÞ
Hence, by the monotonicity of H and the comonotonicity of f ; g, there holds

lðA \ fxjf Hg P u1 ðuðaÞ þ eÞHu1 ðuðbÞ þ eÞgÞ 6 lðA \ ðF u1 ðuðaÞþeÞ [ Gu1 ðuðbÞþeÞ ÞÞ
¼ maxflðA \ F u1 ðuðaÞþeÞ Þ; lðA \ Gu1 ðuðbÞþeÞ Þg
¼ maxfAðuðaÞ þ eÞ; BðuðbÞ þ eÞg 6 maxfuðaÞ; uðbÞg 6 uðaHbÞ
Letting e ! 0, by the continuity of H we have lðA \ HðaHbÞþ Þ 6 uðaHbÞ and hence CðuðaHbÞþÞ 6 uðaHbÞ, where Ha ¼
fxjðf HgÞðxÞ P ag. Therefore,
lðA \ fxjuðf HgÞðxÞ P uðaHbÞþgÞ 6 uðaHbÞ
So,
 Z   Z   Z 
u1 ðSÞ uðf HgÞ dl 6 aHb ¼ u1 ðSÞ uðf Þ dl Hu1 ðSÞ uðgÞ dl
A A A

and the proof is completed. h

Remark 3.8. If we take uðxÞ ¼ x and uðxÞ ¼ xs for s > 0 in Theorem 3.7, respectively, then inequality (1.2) and (1.4) are
recaptured.
R
Remark 3.9. Let ðSÞ A uðf HgÞ dl ¼ r and let c 6 minðr; u1 ðrÞÞ. Then the requirement of Hj½0;c2 P max is enough to ensure
R
the validity of Theorem 3.7. If H ¼ max, then inequality (3.6) remains true when ðSÞ A uðf HgÞ dl is infinite. Therefore,
inequality (3.6) together with the monotonicity of Sugeno integral (Theorem 2.3(vi)) imply that
140 H. Agahi et al. / International Journal of Approximate Reasoning 51 (2009) 135–140

 Z   Z   Z 
u1 ðSÞ uðf _ gÞ dl ¼ u1 ðSÞ uðf Þ dl _ u1 ðSÞ uðgÞ dl
A A A

This property is equivalent to the comonotone maxitivity of Sugeno integral.

Remark 3.10. If l is maxitive in Theorem 3.7, then inequality (3.6) holds even when f ; g are not comonotone.
We can use the same examples in [2] to show the necessities of H P max and the comonotonicity of f ; g, and so we omit
them here.
The following result is easy to obtain.
Corollary 3.11. Let f1 ; f2 ; . . . ; fn be such that any two of them are comonotone and be as in 3.7. Then
 Z 
u1 ðSÞ uðð   ððf1 Hf2 ÞHf3 Þ   ÞHfn Þ dl
 A   Z   Z    Z 
6    u1 ðSÞ uðf1 Þ dl Hu1 ðSÞ uðf2 Þ dl H    Hu1 ðSÞ uðfn Þ dl
A A A

Proof. The proof is similar to that of Corollary 3.8 in [2]. h

Combining (3.1) and (3.6), one will find it is of interest to examine the operations H such that
 Z   Z   Z 
u1 ðSÞ uðf HgÞ dl ¼ u1 ðSÞ uðf Þ dl Hu1 ðSÞ uðgÞ dl ð3:7Þ
A A A

for any fuzzy measure space ðX; F; lÞ and any measurable set A, and for any comonotone functions f ; g : X ! ½0; 1Þ. We
have the following result.
Theorem 3.12. Eq. (3.7) holds for any fuzzy measure space ðX; F; lÞ and any measurable set A, and for any comonotone functions
f ; g : X ! ½0; 1Þ if and only if H belongs to one of the 18 operators in [11].

Proof. The proof is similar to that of [11]. (For H 2 fmin; max; PF; PLg, it suffices to note that uðf HgÞ ¼ uðf ÞHuðgÞ holds,
then (3.7) can be proven by using (1.3). For other 14 operators, the proofs are similar to that of [11].) h

4. Conclusion

We have introduced new general extensions of Chebyshev type inequalities for Sugeno integrals on abstract spaces.

Acknowledgments

The work on this paper was supported by grants APVV-0012-07, VZ MSM 6198898701, and bilateral project SK-CN-019-
07 between Slovakia and China and by the Fuzzy Systems and Applications Center of Excellence, Shahid Bahonar University
of Kerman, Kerman, Iran. Our thanks go to anonymous referees who helped to improve the original version of our paper.

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