Reliability Assessment with Fuzzy Random Variables Using Interval Monte Carlo Simulation

2013 ◽  
Vol 29 (3) ◽  
pp. 208-220 ◽  
Author(s):  
Ehsan Jahani ◽  
Rafi L. Muhanna ◽  
Mohsen A. Shayanfar ◽  
Mohammad A. Barkhordari
2020 ◽  
pp. 124-136
Author(s):  
Степан Алексеевич Рогонов ◽  
Илья Сергеевич Солдатенко

В работе исследуется способ идентификации методом Монте-Карло распределений нечетких случайных величин, в параметрическом задании которых присутствует функция максимума от взвешенных случайных величин. In this paper, we study a method for identifying by the Monte Carlo method distributions of fuzzy random variables, in the parametric setting of which there is a maximum function of weighted random variables.


Mathematics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 438
Author(s):  
Viliam Ďuriš ◽  
Renáta Bartková ◽  
Anna Tirpáková

The probability theory using fuzzy random variables has applications in several scientific disciplines. These are mainly technical in scope, such as in the automotive industry and in consumer electronics, for example, in washing machines, televisions, and microwaves. The theory is gradually entering the domain of finance where people work with incomplete data. We often find that events in the financial markets cannot be described precisely, and this is where we can use fuzzy random variables. By proving the validity of the theorem on extreme values of fuzzy quantum space in our article, we see possible applications for estimating financial risks with incomplete data.


1986 ◽  
Vol 114 (2) ◽  
pp. 409-422 ◽  
Author(s):  
Madan L Puri ◽  
Dan A Ralescu

Sign in / Sign up

Export Citation Format

Share Document