Proceedings of the 8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-13)

Possibility transformation of the sum of two symmetric unimodal independent/comonotone random variables

Authors
Gilles Mauris
Corresponding Author
Gilles Mauris
Available Online August 2013.
DOI
https://doi.org/10.2991/eusflat.2013.93How to use a DOI?
Keywords
Possibility theory uncertainty propagation maximum specificity principle independence comonotonicity
Abstract
The paper extends author’s previous works on a proba-bility/possibility transformation based on a maximum specificity principle to the case of the sum of two iden-tical unimodal symmetric random variables. This trans-formation requires the knowledge of the dependency relationship between the two added variables. In fact, the comonotone case is closely related to the Zadeh’s extension principle. It often leads to the worst case in terms of specificity of the corresponding possibility dis-tribution, but it may arise that the independent case is worse than the comonotone case, e.g. for symmetric Pa-reto probability distributions. When no knowledge about the dependence is available, a least specific pos-sibility distribution can be obtained from Fréchet bounds.
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Proceedings
8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-13)
Part of series
Advances in Intelligent Systems Research
Publication Date
August 2013
ISBN
978-90786-77-78-9
ISSN
1951-6851
DOI
https://doi.org/10.2991/eusflat.2013.93How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Gilles Mauris
PY  - 2013/08
DA  - 2013/08
TI  - Possibility transformation of the sum of two symmetric unimodal independent/comonotone random variables
BT  - 8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-13)
PB  - Atlantis Press
SN  - 1951-6851
UR  - https://doi.org/10.2991/eusflat.2013.93
DO  - https://doi.org/10.2991/eusflat.2013.93
ID  - Mauris2013/08
ER  -