An extension of stochastic dominance to fuzzy random variables

Authors:
Farid Aiche;Didier Dubois
Affiliations:
Université de Tizi-ouzou;IRIT, CNRS, Toulouse
Venue:
IPMU'10 Proceedings of the Computational intelligence for knowledge-based systems design, and 13th international conference on Information processing and management of uncertainty
Year:
2010

Citing 7
Cited 5

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Abstract

This paper proposes a joint extension of interval comparison and random variable comparison methods to the ranking of fuzzy random variables. First, an extension of stochastic dominance to random intervals is proposed. It enables to retrieve some previous ranking methods for belief functions and for fuzzy intervals. On this basis, a direct extension of stochastic dominance to fuzzy random variables is proposed. This approach is just one among various possibilities obtained by combining fuzzy interval and random variable comparison methods.