Title :
Min-transitivity of graded comparisons for random variables
Author :
Montes, Susana ; Martinetti, Davide ; Montes, Ignacio ; Díaz, Susana
Author_Institution :
Dept. of Stat. & O.R., Univ. of Oviedo, Gijón, Spain
Abstract :
Classically, the comparison of random variables have been done by means of a crisp order, which is known as stochastic dominance. In the last years, the classical stochastic dominance have been extended to a graded version by means of a probabilistic relation. In this work we propose different ways of measuring the gradual order among random variables by using fuzzy relations instead of probabilistic relations. The connection between the cycle-transitivity of the probabilistic relation and the T-transitivity of the associated fuzzy weak preference relation is characterized in the particular case of the minimum t-norm.
Keywords :
fuzzy set theory; probability; random processes; stochastic processes; crisp order; cycle-transitivity; fuzzy relation; graded comparisons min-transitivity; gradual order measuring; probabilistic relation; random variable; stochastic dominance; t-norm; t-transitivity; Additives; Context; Electronic mail; Generators; Joints; Probabilistic logic; Random variables;
Conference_Titel :
Fuzzy Systems (FUZZ), 2010 IEEE International Conference on
Conference_Location :
Barcelona
Print_ISBN :
978-1-4244-6919-2
DOI :
10.1109/FUZZY.2010.5584117