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Combination of Dependent Gaussian Random Fuzzy Numbers

  • Thierry Denœux

摘要

Gaussian random fuzzy numbers are random fuzzy sets generalizing Gaussian random variables and possibility distributions. They define belief functions on the real line that can be conveniently combined by the product-intersection rule under the independence assumption. In this paper, we provide formulas for the combination of an arbitrary number of Gaussian random fuzzy numbers whose dependence is described by a correlation matrix.