The variance and covariance of fuzzy random variables and their applications

被引：98

作者：

Feng, YH ^{[1
]}

Hu, LJ ^{[1
]}

Shu, HS ^{[1
]}

机构：

[1] China Text Univ, Dept Basic Sci, Shanghai 200051, Peoples R China

来源：

FUZZY SETS AND SYSTEMS | 2001年 / 120卷 / 03期

关键词：

fuzzy number; fuzzy random variables; variance and covariance; analysis; probability;

D O I：

10.1016/S0165-0114(99)00060-3

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The concepts of the variance and covariance of fuzzy random variables and their properties are introduced. Examples show their computation and applications in statistical estimation of parameters when samples or prior information are fuzzy. As their further applications the correlation function and the criterions of mean-square calculus for fuzzy stochastic processes are established. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：487 / 497

页数：11

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