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Communication Dans Un Congrès Année : 2010

An extension of stochastic dominance to fuzzy random variables

Résumé

This paper proposes a joint extension of interval comparison and random variable comparison methods to the ranking of fuzzy random variables. First, an extension of stochastic dominance to random intervals is proposed. It enables to retrieve some previous ranking methods for belief functions and for fuzzy intervals. On this basis, a direct extension of stochastic dominance to fuzzy random variables is proposed. This approach is just one among various possibilities obtained by combining fuzzy interval and random variable comparison methods.

Dates et versions

hal-03416621 , version 1 (05-11-2021)

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Citer

Farid Aiche, Didier Dubois. An extension of stochastic dominance to fuzzy random variables. 13th International Conference on Information Processing and Management of Uncertainty in Knowledge-based Systems (IPMU 2010), Jun 2010, Dortmund, Germany. pp.159-168, ⟨10.1007/978-3-642-14049-5_17⟩. ⟨hal-03416621⟩
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