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Uncertain random variables: a mixture of uncertainty and randomness

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Abstract

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. 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.

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Acknowledgments

This work was supported by the National Natural Science Foundation of China Grant Nos.70833003 and 91024032.

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Authors and Affiliations

  1. Department of Industrial Engineering, Tsinghua University, Beijing, 100084, China

    Yuhan Liu

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  1. Yuhan Liu
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Correspondence to Yuhan Liu.

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Liu, Y. Uncertain random variables: a mixture of uncertainty and randomness. Soft Comput 17, 625–634 (2013). https://doi.org/10.1007/s00500-012-0935-0

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  • DOI: https://doi.org/10.1007/s00500-012-0935-0

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