An interpretation of skew-elliptical distributions in terms of fuzzy events

被引：4
|
作者：
Pourmousa, R. [1 ,2 ]
Mashinchi, M. [1 ]
机构：
[1] Shahid Bahonar Univ Kerman, Fac Math & Comp Sci, Dept Stat, Kerman, Iran
[2] Shahid Bahonar Univ Kerman, Dept Math, Kerman, Iran
来源：
SCIENTIA IRANICA | 2012年 / 19卷 / 06期
关键词：
Fuzzy set; Membership function; Skew-elliptical distribution; Skew-normal distribution; Tail conditional expectation;
D O I：
10.1016/j.scient.2012.10.002
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this note, we introduce a fuzzy method for producing family of univariate and multivariate skew-elliptical distributions based on fuzzy conditional events. We illustrate special cases of interest, such as skew-normal distribution. Furthermore, we use the idea of fuzzy events for calculating tail conditional expectations for elliptical and skew-elliptical distributions. (C) 2012 Sharif University of Technology. Production and hosting by Elsevier B.V. All rights reserved.
引用
收藏
页码：1870 / 1875
页数：6
相关论文
共 50 条
12345