SOME RESULTS OF MOMENTS OF UNCERTAIN RANDOM VARIABLES

نویسندگان

1 Department of Statistics, University of Sistan and Baluchestan, Zahedan, Iran

2 College of Mathematical and System Sciences, Xinjiang University, Urumqi 830046, China

3 Department of Statistics, University of Sistan and Baluchestan, Zahedan, Iran

doi
10.22111/ijfs.2017.3131
چکیده

Chance theory is a mathematical methodology for dealing with indeterminatephenomena including uncertainty and randomness.Consequently, uncertain random variable is developed to describe the phenomena which involveuncertainty and randomness.Thus, uncertain random variable is a fundamental concept in chance theory.This paper provides some practical quantities to describe uncertain random variable.The typical one is the expected value, which is the uncertain version of thecenter of gravity of a physical body.Mathematically, expectations are integrals with respect to chance distributionsor chance measures.In fact, expected values measure the center of gravity of a distribution; they aremeasures of location. In order to describe a distribution in brief terms thereexist additional measures, such as the variance which measures the dispersionor spread, and moments.For calculating the moments of uncertain random variable, some formulas are provided through chance distribution and inverse chance distribution. The main results are explained by using several examples.