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Harmonizing two approaches to fuzzy random variables

Author

Listed:
  • Miriam Alonso de la Fuente

    (Universidad de Oviedo)

  • Pedro Terán

    (Universidad de Oviedo)

Abstract

We prove a measurability result which implies that the measurable events concerning the values of a fuzzy random variable, in two related mathematical approaches wherein the codomains of the variables are different spaces, are the same (provided both approaches apply). Further results on the perfectness of probability distributions of fuzzy random variables are presented.

Suggested Citation

  • Miriam Alonso de la Fuente & Pedro Terán, 2020. "Harmonizing two approaches to fuzzy random variables," Fuzzy Optimization and Decision Making, Springer, vol. 19(2), pages 177-189, June.
    • Handle: RePEc:spr:fuzodm:v:19:y:2020:i:2:d:10.1007_s10700-020-09317-w
    DOI: 10.1007/s10700-020-09317-w
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    References listed on IDEAS

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    1. Yoshida, Yuji, 2003. "The valuation of European options in uncertain environment," European Journal of Operational Research, Elsevier, vol. 145(1), pages 221-229, February.
    2. González-Rodríguez, Gil & Colubi, Ana & Gil, María Ángeles, 2012. "Fuzzy data treated as functional data: A one-way ANOVA test approach," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 943-955.
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