Title :
Some properties of fuzzy conditional expectation
Author :
Cui-Lian You ; Xiang-Yi Li ; Xiao-Yan Jiao
Author_Institution :
Coll. of Math. & Comput. Sci., Hebei Univ., Baoding, China
Abstract :
Conditional credibility measure and conditional expected value are two important concepts in credibility theory. In this paper, we propose the definition of conditional expected value of fuzzy variable with respect to another fuzzy variable, which will be useful in fuzzy martingale theory. Then, some properties of this kind of conditional expected value are demonstrated, which offer researchers help in the improvement of credibility theory and applications of fuzzy variables.
Keywords :
fuzzy set theory; conditional credibility measure; conditional expected value; credibility theory; fuzzy conditional expectation; fuzzy martingale theory; fuzzy variables; Abstracts; Conditional expected value; Expected value; Fuzzy variable;
Conference_Titel :
Machine Learning and Cybernetics (ICMLC), 2014 International Conference on
Conference_Location :
Lanzhou
Print_ISBN :
978-1-4799-4216-9
DOI :
10.1109/ICMLC.2014.7009088
