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On the Conditional Variance of Fuzzy Random Variables

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Abstract

The conditional variance of random variables plays an important role for well-known variance decomposition formulas. In this paper, the conditional variance is defined for fuzzy random variables and some properties are proved, which especially generalize to the mentioned variance decomposition. Moreover, results for two special types of fuzzy random variables and an outlook for possible applications are presented.

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Authors and Affiliations

  1. TU Bergakademie Freiberg, Institut für Stochastik, Prüferstr. 9, 09596, Freiberg, Germany

    Wolfgang Näther & Andreas Wünsche

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  1. Wolfgang Näther
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  2. Andreas Wünsche
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Correspondence to Wolfgang Näther.

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Näther, W., Wünsche, A. On the Conditional Variance of Fuzzy Random Variables. Metrika 65, 109–122 (2007). https://doi.org/10.1007/s00184-006-0063-x

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  • DOI: https://doi.org/10.1007/s00184-006-0063-x

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