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Fuzzy Random Variables: A Scalar Expected Value Operator
Authors:Yian-Kui Liu  Baoding Liu
Institution:(1) Department of Mathematical Sciences, Tsinghua University, Beijing, 100084, China
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.
Keywords:fuzzy variable  fuzzy random variable  expected value operator  law of large numbers
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