Abstract:
A comparative study of approaches to the definition of a fuzzy random variable and its numerical characteristics is carried out. Examples of the fulfillment and non-fulfillment of properties characteristic of ordinary random variables with different definitions of fuzzy random variables are given. Methods of identification of the expected value of fuzzy random variables are proposed.
Keywords:fuzzy variable, fuzzy random variable, Quakernaak model, Puri and Ralescu model, Nahmias model, Chachi/Liu model.