Some formulas of variance of uncertain random variable | |
Sheng,Yuhong1; Yao,Kai2 | |
刊名 | Journal of uncertainty analysis and applications
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2014-05-07 | |
卷号 | 2期号:1 |
关键词 | Chance theory Uncertain random variable Inverse chance distribution Variance |
ISSN号 | 2195-5468 |
DOI | 10.1186/2195-5468-2-12 |
通讯作者 | Sheng,yuhong(sheng-yh12@mails.tsinghua.edu.cn) |
英文摘要 | Abstractuncertainty and randomness are two basic types of indeterminacy. chance theory was founded for modeling complex systems with not only uncertainty but also randomness. as a mixture of randomness and uncertainty, an uncertain random variable is a measurable function on the chance space. it is usually used to deal with measurable functions of uncertain variables and random variables. there are some important characteristics about uncertain random variables. the expected value is the average value of uncertain random variable in the sense of chance measure and represents the size of uncertain random variable. the variance of uncertain random variable provides a degree of the spread of the distribution around its expected value. in order to describe the variance of uncertain random variable, this paper provides some formulas to calculate the variance of uncertain random variables through chance distribution and inverse chance distribution. several practical examples are also provided to calculate the variance for through chance distribution inverse chance distribution. |
语种 | 英语 |
出版者 | Springer Berlin Heidelberg |
WOS记录号 | BMC:10.1186/2195-5468-2-12 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2374336 |
专题 | 中国科学院大学 |
通讯作者 | Sheng,Yuhong |
作者单位 | 1.Tsinghua University; Department of Mathematical Sciences 2.University of Chinese Academy of Sciences; School of Management |
推荐引用方式 GB/T 7714 | Sheng,Yuhong,Yao,Kai. Some formulas of variance of uncertain random variable[J]. Journal of uncertainty analysis and applications,2014,2(1). |
APA | Sheng,Yuhong,&Yao,Kai.(2014).Some formulas of variance of uncertain random variable.Journal of uncertainty analysis and applications,2(1). |
MLA | Sheng,Yuhong,et al."Some formulas of variance of uncertain random variable".Journal of uncertainty analysis and applications 2.1(2014). |
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