Fuzzy Random Variables: A Scalar Expected Value Operator |
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Authors: | Yian-Kui Liu Baoding Liu |
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Institution: | (1) Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, China |
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Abstract: | Fuzzy random variable has been defined in several ways in literature. This paper presents a new definition of fuzzy random variable, and gives a novel definition of scalar expected value operator for fuzzy random variables. Some properties concerning the measurability of fuzzy random variable are also discussed. In addition, the concept of independent and identically distributed fuzzy random variables is introduced. Finally, a type of law of large numbers is proved. |
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Keywords: | fuzzy variable fuzzy random variable expected value operator law of large numbers |
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