Reversing the order of integration in iterated expectations of fuzzy random variables, and statistical applications

✍ Scribed by Miguel López-Dı́az; Marı́a Angeles Gil

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 153 KB
• Volume: 74
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(98)00100-1

✦ Synopsis

In this paper conditions are given to compute iterated expectations of fuzzy random variables irrespectively of the order of integration. To this purpose, some studies about the measurability and the integrable boundedness of the fuzzy expected value of a fuzzy random variable with respect to a regular conditional probability are ÿrst developed. The conclusions obtained are applied later to statistical problems involving fuzzy random variables, like those concerning some hierarchical models and mixture distributions (more precisely, some techniques to obtain fuzzy unbiased estimators and the Bayesian analysis of statistical problems).