On the Conditional Variance of Fuzzy Random Variables |
| |
| Authors: | Wolfgang Näther Andreas Wünsche |
| |
| Institution: | (1) TU Bergakademie Freiberg, Institut für Stochastik, Prüferstr. 9, 09596 Freiberg, Germany |
| |
| Abstract: | The conditional variance of random variables plays an important role for well-known variance decomposition formulas. In this paper, the conditional variance is defined for fuzzy random variables and some properties are proved, which especially generalize to the mentioned variance decomposition. Moreover, results for two special types of fuzzy random variables and an outlook for possible applications are presented. |
| |
| Keywords: | Fuzzy random variable Conditional variance Variance decomposition |
| 本文献已被 SpringerLink 等数据库收录！ |
