Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables

被引：5
|
作者：
Ranjbar, Vahid [1 ]
Hesamian, Gholamreza [2 ]
机构：
[1] Golestan Univ, Fac Sci, Dept Stat, Gorgan 4913815739, Golestan, Iran
[2] Payame Noor Univ, Dept Stat, Tehran 193953697, Iran
来源：
STATISTICAL PAPERS | 2020年 / 61卷 / 01期
关键词：
Fuzzy random variable; Fuzzy copula; Fuzzy joint distributions; Fuzzy measure of association;
D O I：
10.1007/s00362-017-0944-2
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, a notion of fuzzy copula function is introduced by defining joint distribution function of two fuzzy random variables. Using some lemmas, it is proven that the extended fuzzy copula satisfies many desired properties used for non-fuzzy data. The proposed fuzzy copula is then applied to construct some common non-parametric measures of association between two fuzzy random variables. The proposed methods is then illustrated via some numerical examples.
引用
收藏
页码：503 / 522
页数：20
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