The variance and covariance of fuzzy random variables and their applications (Q5939650)

From MaRDI portal
scientific article; zbMATH DE number 1626309
Language Label Description Also known as
English
The variance and covariance of fuzzy random variables and their applications
scientific article; zbMATH DE number 1626309

    Statements

    The variance and covariance of fuzzy random variables and their applications (English)
    0 references
    0 references
    0 references
    0 references
    14 May 2002
    0 references
    The authors introduce the variance/covariance for convex random fuzzy numbers, using the representation of a fuzzy number \(X\) by its \(\alpha\)-cuts \(X_\alpha= [X^-(\alpha), X^+(\alpha)]\) and defining \[ \text{Cov}(X, Y)= {1\over 2} \int^1_0 [\text{Cov}(X^-(\alpha), Y^-(\alpha))+ \text{Cov}(X^+(\alpha), Y^+(\alpha))] d\alpha, \] \(\text{Var }X= \text{Cov}(X,X)\). By use of the scalar product \[ \langle X,Y\rangle= \int^1_0 [X^-(\alpha) Y^-(\alpha)+ X^+(\alpha) Y^+(\alpha)] d\alpha, \] they prove properties of \(\text{Cov}(X,Y)\) and \(\text{Var }X\) which are similar to the classical ones. Unfortunately, their is no reference to and comparison with the variance earlier introduced by \textit{R. Körner} [ibid. 92, No. 1, 83-93 (1997; Zbl 0936.60017)].
    0 references
    0 references
    fuzzy random variables
    0 references
    variance and covariance
    0 references