The λ-average value and the fuzzy expectation of a fuzzy random variable

Abstract The concepts of fuzzy random variable, and the associated fuzzy expected value, have been introduced by Puri and Ralescu as an extension of measurable set-valued functions (random sets), and of the Aumann integral of these functions, respectively. On the other hand, the λ-average function has been suggested by Campos and Gonzalez as an appropriate function to rank fuzzy numbers. In this paper we are going to analyze some useful properties concerning the λ-average value of the expectation of a fuzzy random variable, and some practical implications of these properties are also commented on.

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