On the variance of fuzzy random variables
From MaRDI portal
Frechét has defined an expectation of a random fuzzy variable (rfv) \(X\) with values in a metric space \((M,d)\) by that \(a^*\in M\) which minimizes \(Ed^2(X,a)\) and he has further defined \(\text{Var} X:=Ed^2(X,a^*)\). In the present paper it is shown that the Aumann-expectation of a rfv is Frechét w.r.t. the \(L^2\)-metric between support functions, associated with convex rfv's. Then the Frechét-principle leads to an appropriate variance of rfv's. The author discusses properties of that variance and presents special formulas for random \(LR\)-fuzzy-numbers. As application, best linear estimation and best linear prediction in linear regression models with fuzzy data and a strong law of large numbers w.r.t. the used \(L^2\)-metric is considered.
Recommendations
- scientific article; zbMATH DE number 4105938
- On random fuzzy variables of second order and their application to linear statistical inference with fuzzy data.
- Random fuzzy variables of second order and applications to statistical inference
- Linear Statistical Inference for Random Fuzzy Data
- scientific article; zbMATH DE number 4067942
Cites work
- A strong law of large numbers for random compact sets
- Fuzzy sets
- scientific article; zbMATH DE number 4140912 (Why is no real title available?)
- scientific article; zbMATH DE number 861670 (Why is no real title available?)
- scientific article; zbMATH DE number 236540 (Why is no real title available?)
- scientific article; zbMATH DE number 3327849 (Why is no real title available?)
- scientific article; zbMATH DE number 3053873 (Why is no real title available?)
- Limit theorems for sums of independent, compact, random subsets of Euclidean space
- Statistics with vague data
Cited in
(92)- Possibility theory and statistical reasoning
- Regression with fuzzy random data
- Genetic learning of fuzzy rules based on low quality data
- Estimating the expected value of fuzzy random variables in random samplings from finite populations
- Constructive definitions of fuzzy random variables
- Limit theorems for fuzzy-random variables
- Estimation of a flexible simple linear model for interval data based on set arithmetic
- The mean square error of a random fuzzy vector based on the support function and the Steiner point
- Threshold autoregressive models for interval-valued time series data
- Fuzzy stochastic variable and variational principle
- Note on ``Sums of independent fuzzy random variables
- Imprecise distribution function associated to a random set
- An ``orderwise polynomial regression procedure for fuzzy data
- Least-squares fuzzy regression with fuzzy random variables
- Some complete metrics on spaces of fuzzy subsets
- Quantifying fuzziness due to the scale of measurement in response systems
- The fuzzy estimators of fuzzy parameters based on fuzzy random variables
- The \(\vec \lambda\)-mean squared dispersion associated with fuzzy random variable
- Donsker's fuzzy invariance principle under the Lindeberg condition
- Interval-valued kriging for geostatistical mapping with imprecise inputs
- Fuzzy rating scales: does internal consistency of a measurement scale benefit from coping with imprecision and individual differences in psychological rating?
- A fuzzy multifactor asset pricing model
- Distance-based linear discriminant analysis for interval-valued data
- A normal hierarchical model and minimum contrast estimation for random intervals
- Fuzziness in data analysis: towards accuracy and robustness
- Robust scale estimators for fuzzy data
- Fuzzy risk adjusted performance measures: application to hedge funds
- Strong consistency of least-squares estimation in linear regression models with vague concepts
- Limit distributions of least squares estimators in linear regression models with vague concepts
- Statistical reasoning with set-valued information: ontic vs. epistemic views
- Statistical hypotheses testing for fuzzy data
- Inferential studies for a flexible linear regression model for interval-valued variables
- Bootstrap Comparison of Statistics for Testing the Homoscedasticity of Random Fuzzy Sets
- Statistical reasoning with set-valued information: ontic vs. epistemic views
- Variance decomposition of fuzzy random variables
- The statistical inferences of fuzzy regression based on bootstrap techniques
- PERCEPTION-BASED ESTIMATIONS OF FUZZY RANDOM VARIABLES: LINEARITY AND CONVEXITY
- scientific article; zbMATH DE number 4105938 (Why is no real title available?)
- scientific article; zbMATH DE number 56815 (Why is no real title available?)
- Gradualness, uncertainty and bipolarity: making sense of fuzzy sets
- Using fuzzy random variables in life annuities pricing
- K-sample tests for equality of variances of random fuzzy sets
- A Demonstration of Reliability of the Interior-outer-set Model*
- SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES
- Some probabilistic inequalities for fuzzy random variables
- Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling
- Fuzzy post-retirement financial concepts: an exploratory study
- Strong Law of Large Numbers for Stationary Sequences of Random Upper Semicontinuous Functions
- Central limit theorem for a family of reliability measures
- A set arithmetic-based linear regression model for modelling interval-valued responses through real-valued variables
- Uncertainty shocks of Trump election in an interval model of stock market
- Location and scale fuzzy random variables
- Forecasting interval-valued crude oil prices using asymmetric interval models
- The valuation of life contingencies: a symmetrical triangular fuzzy approximation
- Modeling the variance of return intervals toward volatility prediction
- scientific article; zbMATH DE number 2202788 (Why is no real title available?)
- An improved index of interactivity for fuzzy numbers
- Mark-recapture techniques in statistical tests for imprecise data
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
- The variance and covariance of fuzzy random variables and their applications
- Random fuzzy variables of second order and applications to statistical inference
- A unified approach to fuzzy random variables
- Sums of independent fuzzy random variables
- On the variability of fuzzy debugging
- A method to derive strong laws of large numbers for random upper semicontinuous functions
- Regression and correlation analyses of a linear relation between random intervals
- On random fuzzy variables of second order and their application to linear statistical inference with fuzzy data.
- On some properties of fuzzy expectations and nonlinear fuzzy expectations of fuzzy-random variables
- An application of fuzzy random variables to control charts
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment
- On stationary stochastic processes with fuzzy states
- Random forests regression for soft interval data
- Standardized mean difference effect sizes for interval-valued data. A distance-based approach
- The minimum variance of a random set on a Euclidean space
- Spatial autoregressive model for interval-valued data and applications
- Fuzzy time series analysis: expanding the scope with fuzzy numbers
- Strong consistency and robustness of fuzzy medoids
- An approach to generalize laws of large numbers for fuzzy random variables
- Analysis of dynamical systems whose inputs are fuzzy stochastic processes
- CAPM with fuzzy returns and hypothesis testing
- A fuzzy nonparametric Shewhart chart based on the bootstrap approach
- Multiple linear regression models for random intervals: a set arithmetic approach
- Higher order models for fuzzy random variables
- Vagueness evaluation of the crisp output in a fuzzy inference system
- Fuzzy sets based interpretation of the safety factor
- Overview on the development of fuzzy random variables
- Least-squares estimation in linear regression models with vague concepts
- A strong consistent least-squares estimator in a linear fuzzy regression model with fuzzy parameters and fuzzy dependent variables
- Fuzzy formulation of the Lee-Carter model for mortality forecasting
- On the conditional variance of fuzzy random variables
- Integrals of random fuzzy sets
- A linear regression model for imprecise response
This page was built for publication: On the variance of fuzzy random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1296889)
