On inequalities and critical values of fuzzy random variables

  • Authors:
  • L. Yang;B. Liu

  • Affiliations:
  • -;-

  • Venue:
  • International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
  • Year:
  • 2005

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Abstract

It is well-known that Hölder, Minkowski, Markov, Chebyshev and Jensen's inequalities are important and useful results in probability theory. This paper proposes to extend the usefulness of the above inequalities to the context of unccertainity analysis in intelligent systems. In order to further discuss the mathematical properties of fuzzy random variables, theanalogous inequalities for fuzzy random variables are first proved based on the chance measure and expected value operator. After that, monotonicity and continuity of critical values of fuzzy random variables are also investigated. Finally, a convergence theorem of critical values for fuzzy random sequence is obtained.