World Journal of Modelling and Simulation.pdfVIP

ISSN 1 746-7233, England, UK World Journal of Modelling and Simulation Vol. 2 (2006) No. 5, pp. 338-342 New independence definition of fuzzy random variable and random fuzzy variable∗ Xiang Li , Baoding Liu† Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China (Received October 10 2005, Accepted December 28 2005) Abstract.Fuzzy random variable is a measurable function from a probability space to the set of fuzzy vari- ables, while random fuzzy variable is a function from a credibility space to the set of random variables. The concepts of independent and identically distributed fuzzy random variables and random fuzzy variables are presented, and some useful properties are discussed. Keywords: fuzzy variable, fuzzy random variable, random fuzzy variable, independence 1 Introduction The concept of fuzzy random variable was introduced by Kwakernaak[5, 6] as a natural generalization of random variable in order to represent relationships between the outcomes of a random experiment and nonsta- tistical inexact data. Generally speaking, fuzzy random variable is a measurable function from a probability space to the set of fuzzy variables. According to different requirements of measurability, different researchers have studied fuzzy random variable such as Kruse and Meyer[4] , Negoita and Ralescu[13] , Puri and Ralescu[14] , and Liu and Liu[12] . The concept of chance measure of fuzzy random event was first given by Liu[7, 8] . In order to rank fuzzy random