General form of Chebyshev type inequality for generalized Sugeno integral

Abstract

We prove a~general form of Chebyshev type inequality for generalized upper Sugeno integral in the form of necessary and sufficient condition. A key role in our considerations is played by the~class of $m$-positively dependent functions which includes comonotone functions as a~proper subclass. As a~consequence, we state an equivalent condition for Chebyshev type inequality to be true for all comonotone functions and any monotone measure. Our results generalize many others obtained in the framework of q-integral, seminormed fuzzy integral and Sugeno integral on the real half-line. Some further consequences of these results are obtained, among others Chebyshev type inequality for any functions. We also point out some flaws in existing results and provide their improvements.