A stronger law of large numbers for uncertain random variables

  • Yuhong Sheng
  • , Gang Shi
  • , Zhongfeng Qin*
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Uncertainty and randomness are two basic types of indeterminacy, which often appears simultaneously in practice. For modelling a complex system with not only uncertainty but also randomness, uncertain random variable is presented to describe the associated parameters and further chance measure is founded. An easy-to-handle case is to consider measurable functions of uncertain variables and random variables. This paper presents a stronger law of large numbers for such a case where random variables are independent but not identically distributed in probability measure and uncertain variables are also independent but not identically distributed in uncertain measure.

Original languageEnglish
Pages (from-to)5655-5662
Number of pages8
JournalSoft Computing
Volume22
Issue number17
DOIs
StatePublished - 1 Sep 2018

Keywords

  • Chance theory
  • Convergence in distribution
  • Law of large numbers
  • Uncertain random variable

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