The skewness for uncertain random variable and application to portfolio selection problem

<p style='text-indent:20px;'>Uncertainty and randomness are two basic types of indeterminacy, where uncertain variable is used to represent quantities with human uncertainty random applied for modeling objective randomness. In many real systems, often exist simultaneously. Then chance measure can be handle such cases. We know that the skewness a distributional asymmetry. However, concept has not been clearly defined. this paper, we first propose then present formula calculating via distribution. Applying presented formula, skewnesses three special variables derived. Finally, portfolio selection problem carried out showing efficiency applicability formula.</p>