In this paper, we propose a novel approach for Fuzzy random-valued Optimization. The main idea behind our approach consists of taking advantage of interplays between fuzzy random variables and random sets in a way to get an equivalent stochastic program. This helps avoiding pitfalls due to severe oversimplification of the reality. We consider a numerical example that shows the efficiency of the...

We shall prove a weak law of large numbers for the uncorrelated (see Definition 3.1) fuzzy random variable sequence with respect to uniform Hausdorff metric $d_H^{\infty}$, which is an extension independent variables.

A complex structure has many uncertain factors and how to make a more accurate analysis on the structure reliability by a method is the key in engineering calculation. Rough set theory is utilized to analyze the fuzzy, random and uncertain factors and upper and lower approximation set relation is used to calculate the value taking interval of reliability index to make reliability index analysis...

one-way analysis of covariance is a popular and common statisticalmethod, wherein the equality of the means of several random variables whichhave a linear relationship with a random mathematical variable, is tested. inthis study, a method is presented to improve the one-way analysis of covari-ance when there is an uncertainty in accepting the statistical hypotheses. themethod deals with a fuzzy...

In this paper, a special class of redundancy optimization problem with fuzzy random variables is presented. In this model, fuzzy random lifetimes are considered as basic parameters and the Er-expected of system lifetime is used as a major type of system performance. Then a redundancy optimization problem is formulated as a binary integer programming model. Furthermore, illustrative numerical ex...

In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio models based on the stochastic approach, and there are some models considering both random and ambiguous conditions, particularly using fuzzy random or random fuzzy variables. However, the model including normal mixture distr...

This thesis develops the idea of probabilistic arithmetic. The aim is to replace arithmetic operations on numbers with arithmetic operations on random variables. Specifically, we are interested in numerical methods of calculating convolutions of probability distributions. The long-term goal is to be able to handle random prob­ lems (such as the determination of the distribution of the roots of ...