Abstract

In this paper, we associate a probability distribution to a fuzzy variable represented by a continuous fuzzy quantity, where a fuzzy quantity is a fuzzy set that may be nonnormal and/or nonconvex. Our proposal is quite general and contains as particular cases other transformations presented in the literature. Furthermore, we define the variance of a fuzzy quantity as the variance of the probability distribution associated with it. The proposed variance agrees in the case of fuzzy numbers with the possibilistic one introduced by Irina Georgescu. We also apply our transformation to the evaluation of fuzzy quantities. The expected value of such probability distribution agrees with those introduced for fuzzy numbers by other authors; moreover, it matches the defuzzification value of a fuzzy quantity proposed by the same authors in other papers. To capture more information contained in a fuzzy quantity, or for ranking problems, we suggest to evaluate it by means of the pair mean variance, using the probability distribution associated with it. To illustrate how our method works, we apply it to evaluate the financial risk tolerance of a bank client using a fuzzy inference system.

Autore Pugliese

• Facchinetti Gisella , Anzilli Luca

Tutti gli autori

• Anzilli L. , Facchinetti G.

Titolo volume/Rivista

INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS

Anno di pubblicazione

2016

ISSN

0884-8173

ISBN

Non Disponibile

Numero di citazioni Wos

Nessuna citazione

Ultimo Aggiornamento Citazioni

Non Disponibile

Numero di citazioni Scopus

Non Disponibile

0

Ultimo Aggiornamento Citazioni

28/04/2018

Settori ERC

Non Disponibile

Codici ASJC

Non Disponibile