Abstract
One can identify at least two types of inexactness: one is randomness associated with frequencies and the other is uncertainty associated with belief degrees. However, randomness and uncertainty usually exist in a complex system simultaneously. To model such complex phenomena, we present a concept of complex uncertain random variable. Then, we derive the complex chance distributions of complex uncertain random variables. Moreover, the expected value and variance of a complex uncertain random variable are also studied. Finally, we define and study the complex linear and normal uncertain random variables.
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Communicated by Y. Ni.
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Gao, R., Zhang, Z., Ahmadazde, H. et al. Complex uncertain random variables. Soft Comput 22, 5817–5824 (2018). https://doi.org/10.1007/s00500-017-2717-1
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DOI: https://doi.org/10.1007/s00500-017-2717-1