Affiliations: [a]
School of Economics and Management, Hebei University of Technology, Tianjin, China
| [b]
Department of Mathematical Sciences, University of Sistan and Baluchestan, Zahedan, Iran
| [c]
Department of Mathematics, Velayat University, Iranshahr, Iran
Correspondence:
[*]
Corresponding author. Rong Gao, School of Economics and Management, Hebei University of Technology, Tianjin 300401, China, E-mail: rgao@hebut.edu.cn.
Abstract: Covariance is a measure to characterize the joint variability of two complex uncertain variables. Since, calculating covariance is not easy based on uncertain measure, we present two formulas for covariance and pseudo covariance of complex uncertain variables. For calculating the covariance of complex uncertain variables, some theorems are proved and several formulas are provided by using the inverse uncertainty distribution. The main results are explained by using several examples.
