Title :
Mean Value and Variance of Fuzzy Random Variables by Evaluation Measures
Author_Institution :
Fac. of Econ. & Bus. Adm., Kitakyushu Univ.
Abstract :
This paper discusses an evaluation method of fuzzy numbers/fuzzy random variables by mean values and variance defined by fuzzy measures, and the method is applicable to decision making with both randomness and fuzziness. Next, we compare several possible approaches regarding variances by examining them for some fuzzy random variables with values at triangle-type fuzzy numbers. We find the method with lambda-mean functions has proper properties, and we derive fundamental properties regarding the variance and the corresponding co-variance and correlation. Formulae are given to apply the results to triangle-type fuzzy numbers, trapezoidal-type fuzzy numbers, and some types of fuzzy random variables
Keywords :
fuzzy set theory; fuzzy number evaluation; fuzzy random variable; mean value; mean variance; possibility measure; triangle-type fuzzy number; Cost accounting; Decision making; Fuzzy set theory; Fuzzy sets; Fuzzy systems; Intelligent systems; Measurement uncertainty; Pricing; Random variables; Reliability engineering; Mean value; co-variance; correlation; fuzzy measure; fuzzy number; fuzzy random variables; necessity measure; possibility measure; variance;
Conference_Titel :
Intelligent Systems, 2006 3rd International IEEE Conference on
Conference_Location :
London
Print_ISBN :
1-4244-01996-8
Electronic_ISBN :
1-4244-01996-8
DOI :
10.1109/IS.2006.348423
