This paper applies the concepts of fuzzifying functions to the probability density function of a random variable and introduce a fuzzifying probability to better understand the probability arising from the uncertainties of the probability density function. Using the fuzzifying probability, we derive the fuzzifying expected value and the fuzzifying variance of a random variable with the fuzzifying probability density function. Additionally, we provide examples of a fuzzifying probability density function to validate that the proposed fuzzy concepts generalize crisp expected value and variance in probability theory.
Citation: Dojin Kim, Lee-Chae Jang, Seongook Heo, Patcharee Wongsason. Note on fuzzifying probability density function and its properties[J]. AIMS Mathematics, 2023, 8(7): 15486-15498. doi: 10.3934/math.2023790
This paper applies the concepts of fuzzifying functions to the probability density function of a random variable and introduce a fuzzifying probability to better understand the probability arising from the uncertainties of the probability density function. Using the fuzzifying probability, we derive the fuzzifying expected value and the fuzzifying variance of a random variable with the fuzzifying probability density function. Additionally, we provide examples of a fuzzifying probability density function to validate that the proposed fuzzy concepts generalize crisp expected value and variance in probability theory.
[1] | S. B. Boswell, M. S. Taylor, An application of a fuzzy random variable to vulnerability modeling, Fuzzy Sets Syst., 33 (1989), 19–28. http://doi.org/10.1016/0165-0114(89)90213-3 doi: 10.1016/0165-0114(89)90213-3 |
[2] | V. Dimiev, Fuzzifying functions, Fuzzy Sets Syst., 33 (1989), 47–58. http://doi.org/10.1016/0165-0114(89)90216-9 |
[3] | R. Feynman, F. Vernon Jr., The theory of a general quantum system interacting with a linear dissipative system, Ann. Phy., 24 (1963), 118–173. http://doi.org/10.1016/0003-4916(63)90068-X doi: 10.1016/0003-4916(63)90068-X |
[4] | G. Hesamian, M. Akbari, J. Zendehdel, Location and scale fuzzy random variables, Int. J. Syst. Sci., 51 (2019), 229–241. https://doi.org/10.1080/00207721.2019.1701131 doi: 10.1080/00207721.2019.1701131 |
[5] | L.-C. Jang, A note on convergence properties of interval-valued capacity functionals and Choquet integrals, Inform. Sci., 183 (2012), 151–158. https://doi.org/10.1016/j.ins.2011.09.011 doi: 10.1016/j.ins.2011.09.011 |
[6] | L.-C. Jang, B. Kil, Y. Kim, J. Kwon, Some properties of Choquet integrals of set-valued functions, Fuzzy Sets Syst., 91 (1997), 95–98. https://doi.org/10.1016/S0165-0114(96)00124-8 doi: 10.1016/S0165-0114(96)00124-8 |
[7] | E. P. Klement, W. Schwyhla, R. Lowen, Fuzzy probability measures, Fuzzy Sets Syst., 5 (1981), 21–30. http://doi:10.1016/0165-0114(81)90031-2 |
[8] | A. Leon-Garcia, Probability, statistics, and random processes for electrical engineering, Upper Saddle River: Pearson/Prentice Hall, 2008. https://books.google.co.kr/books?id = GUJosCkbBywC |
[9] | L. S. Li, Z. H. Sheng, The fuzzy set-valued measures generated by fuzzy random variables, Fuzzy Sets Syst., 97 (1998), 203–209. https://doi.org/10.1016/S0165-0114(96)00344-2 doi: 10.1016/S0165-0114(96)00344-2 |
[10] | Z. Li, Z. Wang, Q. Li, P. Wang, C.-F. Wen, Uncertainty measurement for a fuzzy set-valued information system, Int. J. Mach. Learn. Cyb., 12 (2021), 1769–1787. https://doi.org/10.1007/s13042-020-01273-6 doi: 10.1007/s13042-020-01273-6 |
[11] | K. Lee, First Course on Fuzzy Theory and Applications, Berlin, Heidelberg: Springer, 2005. https://doi.org/10.1007/3-540-32366-X |
[12] | L. Li, Z. Sheng, The fuzzy set-valued measures generated by fuzzy random variables, Fuzzy Sets Syst. 97 (1998), 203–209. https://doi.org/10.1016/S0165-0114(96)00344-2 |
[13] | O. A. Provotar, O. O. Provotar, Fuzzy Probabilities of Fuzzy Events, Cyb. Syst. Anal., 56 (2020), 171–180. https://doi.org/10.1007/s10559-020-00232-x doi: 10.1007/s10559-020-00232-x |
[14] | O. Rebrov, G. Kuleshova, Fuzzy robust estimates of location and scale parameters of a fuzzy random variable, ENVIRONMENT. TECHNOLOGIES. RESOURCES., Proceedings of the International Scientific and Practical Conference, 2 (2021), 181–186. https://doi.org/10.17770/etr2021vol2.6566 doi: 10.17770/etr2021vol2.6566 |
[15] | J. Talasová, O. Pavlacka, Fuzzy probability spaces and their applications in decision making, Aust. J. Stat., 35 (2006), 347–356. |
[16] | J. Wu, H. Liu, Autocontinuity of set-valued fuzzy measures and applications, Fuzzy Sets Syst., 175 (2011), 57–64. https://doi.org/10.1016/j.fss.2010.12.003 doi: 10.1016/j.fss.2010.12.003 |
[17] | S. Wang, Y.-K. Liu, J. Watada, Fuzzy random renewal process with queueing applications, Comput. Math. Appl., 57 (2009), 1232–1248. http://doi.org/10.1016/j.camwa.2009.01.030 doi: 10.1016/j.camwa.2009.01.030 |
[18] | L. Zadeh, Fuzzy sets, Inform. Control, 8 (1965), 338–353. http://doi.org/10.1016/S0019-9958(65)90241-X |
[19] | L. Zadeh, Probability measures of fuzzy events, J. Math. Anal. Appl., 23 (1968), 421–427. http://doi.org/10.1016/0022-247X(68)90078-4 doi: 10.1016/0022-247X(68)90078-4 |
[20] | D. Zhang, C. Guo, Choquet integrals of set-valued functions with respect to set-valued fuzzy measures, Fuzzy Sets Syst., 457 (2023), 80–104. http://doi.org/10.1016/j.fss.2022.08.025 doi: 10.1016/j.fss.2022.08.025 |
[21] | D. Zhang, C. Guo, D. Liu, Set-valued Choquet integrals revisited, Fuzzy Sets Syst., 147 (2004), 475–485. http://doi.org/10.1016/j.fss.2004.04.005 doi: 10.1016/j.fss.2004.04.005 |
[22] | D. Zhang, R. Mesiar, E. Pap, Jensen's inequality for choquet integral revisited and a note on jensen's inequality for generalized choquet integral, Fuzzy Sets Syst., 430 (2022), 79–87. https://doi.org/10.1016/j.fss.2021.09.004 doi: 10.1016/j.fss.2021.09.004 |