A generalized real-valued measure of the inequality associated with a fuzzy random variable

Fuzzy random variables have been introduced by Puri and Ralescu as an extension of random sets. In this paper, we ®rst introduce a real-valued generalized measure of the ``relative variation'' (or inequality) associated with a fuzzy random variable. This measure is inspired in Csisz ar's f-divergence, and extends to fuzzy random variables many well-known inequality indices. To guarantee certain relevant properties of this measure, we have to distinguish two main families of measures which will be characterized. Then, the fundamental properties are derived, and an outstanding measure in each family is separately examined on the basis of an additive decomposition property and an additive decomposability one. Finally, two examples illustrate the application of the study in this paper. Ó 2001 Elsevier Science Inc. All rights reserved.