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

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 NEWLINE\[NEWLINE\text{Cov}(X, Y)= {1\over 2} \int^1_0 [\text{Cov}(X^-(\alpha), Y^-(\alpha))+ \text{Cov}(X^+(\alpha), Y^+(\alpha))] d\alpha,NEWLINE\]NEWLINE \(\text{Var }X= \text{Cov}(X,X)\). By use of the scalar product NEWLINE\[NEWLINE\langle X,Y\rangle= \int^1_0 [X^-(\alpha) Y^-(\alpha)+ X^+(\alpha) Y^+(\alpha)] d\alpha,NEWLINE\]NEWLINE 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)].