Fuzzy Random Variables: A Scalar Expected Value Operator

Research paper by Yian-Kui Liu, Baoding Liu

Indexed on: 01 Jun '03Published on: 01 Jun '03Published in: Fuzzy Optimization and Decision Making


Fuzzy random variable has been defined in several ways in literature. This paper presents a new definition of fuzzy random variable, and gives a novel definition of scalar expected value operator for fuzzy random variables. Some properties concerning the measurability of fuzzy random variable are also discussed. In addition, the concept of independent and identically distributed fuzzy random variables is introduced. Finally, a type of law of large numbers is proved.