On comonotonic functions of uncertain variables |
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| Authors: | Xiaohu Yang |
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| Institution: | 1. Department of Statistics, Xi’an University of Finance and Economics, Xi’an, 710061, Shaanxi, China
2. College of Mathematics and Information Science, Weinan Normal University, Weinan, 714000, Shaanxi, China
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| Abstract: | Uncertain variable is used to model quantities in uncertainty. This paper considers comonotonic functions of an uncertain variable, and gives their uncertainty distributions. Besides, it proves the linearity of expected value operator on comonotonic functions of an uncertain variable. |
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