One can identify at least two types of inexactness: one is randomness associated with frequencies and the other is uncertainty associated with belief degrees. However, randomness and uncertainty usually exist in a complex system simultaneously. To model such complex phenomena, we present a concept of complex uncertain random variable. Then, we derive the complex chance distributions of complex uncertain random variables. Moreover, the expected value and variance of a complex uncertain random variable are also studied. Finally, we define and study the complex linear and normal uncertain random variables.
Uncertainty theory Uncertain variable Uncertain random variable Chance distribution Complex variable
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The authors declare that there is no conflict of interests regarding the publication of this paper.
This article does not contain any studies with human participants performed by any of the authors.
Chen XM, Ning YF, Wang X (2017) Formulas to calculate the variance and Pseudo-variance of complex uncertain variable. Proceedings of the fourth international forum on decision sciences pp 361–376Google Scholar