Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables

Vahid Ranjbar () and Gholamreza Hesamian ()
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Vahid Ranjbar: Golestan University
Gholamreza Hesamian: Payame Noor University

Statistical Papers, 2020, vol. 61, issue 1, No 25, 503-522

Abstract: Abstract In this paper, a notion of fuzzy copula function is introduced by defining joint distribution function of two fuzzy random variables. Using some lemmas, it is proven that the extended fuzzy copula satisfies many desired properties used for non-fuzzy data. The proposed fuzzy copula is then applied to construct some common non-parametric measures of association between two fuzzy random variables. The proposed methods is then illustrated via some numerical examples.

Keywords: Fuzzy random variable; Fuzzy copula; Fuzzy joint distributions; Fuzzy measure of association; 62G86; 62F40 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00362-017-0944-2

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