Uncertain Random Variables: A Mixture of Uncertainty and Randomness

摘要：

　　In many cases, human uncertainty and objective randomness simultaneously appear in a system.In order to describe this phenomena, this paper presents a new concept of uncertain random variable.In order to measure uncertain random events,this paper also combines probability measure and uncertain measure into a chance measure.Based on the tool of chance measure, the concepts of chance distribution, expected value and variance of uncertain random variable are proposed.

关键词： uncertainty theory probability theory uncertain random variable chance measure

作者: Yuhan Liu Pingke Li

作者单位: Department of Industrial Engineering Tsinghua University,Beijing 100084,China

会议类型: 国内会议

会议名称: 第九届中国不确定系统年会、第五届中国智能计算大会、第十三届中国青年信息与管理学者大会

会议地点: 南京

会议语种:英文

页码: 176-181

在线出版日期: 2011-07-27（万方平台首次上网日期，不代表论文的发表时间）