Law of large numbers for uncertain random variables with different chance distributions

Article type: Research Article

Authors: Gao, Rong^{a; *} | Sheng, Yuhong^b

Affiliations: [a] Department of Mathematical Sciences, Tsinghua University, Beijing, China | [b] College of Mathematical and System Sciences, Xinjiang University, Urumchi, China

Correspondence: [*] Corresponding author. Rong Gao, Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China. Tel.: +86 13041229049; E-mail: gaor14@mails.tsinghua.edu.cn.

Abstract: Chance theory is put forward as a tool to deal with a complex system including randomness and uncertainty. As a fundamental concept in chance theory, uncertain random variable is an extension of random variable and uncertain variable. This paper obtains a new law of large numbers for independent uncertain random variables but not necessarily identically distributed.

Keywords: Uncertain variable, uncertain random variable, law of large numbers

DOI: 10.3233/IFS-162187

Journal: Journal of Intelligent & Fuzzy Systems, vol. 31, no. 3, pp. 1227-1234, 2016