Probability density functions of fuzzy random variables

DOI10.1016/S0165-0114(97)00241-8MaRDI QIDQ1304259zbMATH OpenFDO

Authors Hsien-Chung Wu

Publication date 9 May 2000

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-0114(97)00241-8

zbMATH Keywords

canonical fuzzy numberfuzzy random variablefuzzy real numbernonlinear programmingprobability density function

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Axioms; other general questions in probability (60A05) Foundations of probability theory (60A99) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Review text

The notion of fuzzy random variable was introduced by \textit{H. Kwakernaak} [Inf. Sci. 15, 1-29 (1978; Zbl 0438.60004)] and \textit{M. L. Puri} and \textit{D. A. Ralescu} [J. Math. Anal. Appl. 114, 409-422 (1986; Zbl 0592.60004)]. The aim of the present paper is to propose a new concept of a fuzzy random variable and to construct the (fuzzy) probability density function (PDF) of a fuzzy random variable from the known PDF. A basic mathematical result is L. A. Zadeh's ``resolution identity which provides a closed fuzzy number from a family of closed intervals. Using the same technique, the author constructs the (fuzzy) PDF of a fuzzy random variable from the known PDF. In order to find the membership of (fuzzy) PDF of fuzzy observation from the fuzzy random variable, the original problem is transformed into a nonlinear programming problem. A computational technique is proposed to evaluate the membership of probability density of fuzzy observation from a fuzzy random variable. The numerical method is illustrated by finding the PDF membership of gamma distribution.

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Cited in

(12)

• Constructive definitions of fuzzy random variables
• Mathematic description about random variable with fuzzy density function (FVFDF)
• Estimation of hazard rate and mean residual life ordering for fuzzy random variable
• Maximum Entropy Functions of Discrete Fuzzy Random Variables
• A method for defuzzification based on probability density function. II
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• Fuzzy stochastic ordering for c-fuzzy random variables and its applications
• scientific article; zbMATH DE number 3936063 (Why is no real title available?)
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