Testing hypotheses for multivariate normal distribution with fuzzy random variables

2021 ◽  
pp. 1-11
Author(s):  
Gholamreza Hesamian ◽  
Mohamad Ghasem Akbari
Keyword(s):  
Normal Distribution ◽  
Multivariate Normal Distribution ◽  
Random Variables ◽  
Multivariate Normal ◽  
Fuzzy Random Variables ◽  
Testing Hypotheses ◽  
Fuzzy Random

Asymptotic Distribution of Sample Quantiles for Exchangeable Random Variables

1971 ◽  
Vol 20 (4) ◽  
pp. 135-142
Author(s):  
K. C. Chanda
Keyword(s):  
Normal Distribution ◽  
Asymptotic Distribution ◽  
Order Statistic ◽  
Multivariate Normal Distribution ◽  
Random Variables ◽  
Multivariate Normal ◽  
Sample Quantile ◽  
Exchangeable Random Variables ◽  
Sample Quantiles ◽  
Special Case

Summary The purpose of this article is to investigate the ‘large sample’ properties of sample quantiles when we assume that the basic random variables are exchangeable (ref. Loève (1960) p. 365). It is shown that under different conditions (to be specified below) on the nature of these exchangeable random variables the distribution of the sample quantile Xr : n where Xr : n is the rth order statistic for the first n exchangeable random variables [Formula: see text] tends, as n → ∞, to different nondegenerate forms. As an example, the special case of random variables with equicor-related multivariate normal distribution is discussed.

scholarly journals Several Limit Theorems on Fuzzy Quantum Space

Mathematics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 438
Author(s):  
Viliam Ďuriš ◽  
Renáta Bartková ◽  
Anna Tirpáková
Keyword(s):  
Financial Markets ◽  
Incomplete Data ◽  
Extreme Values ◽  
Random Variables ◽  
Consumer Electronics ◽  
Financial Risks ◽  
Quantum Space ◽  
Fuzzy Random Variables ◽  
Scientific Disciplines ◽  
Fuzzy Random

The probability theory using fuzzy random variables has applications in several scientific disciplines. These are mainly technical in scope, such as in the automotive industry and in consumer electronics, for example, in washing machines, televisions, and microwaves. The theory is gradually entering the domain of finance where people work with incomplete data. We often find that events in the financial markets cannot be described precisely, and this is where we can use fuzzy random variables. By proving the validity of the theorem on extreme values of fuzzy quantum space in our article, we see possible applications for estimating financial risks with incomplete data.

scholarly journals Fuzzy random variables

1986 ◽  
Vol 114 (2) ◽  
pp. 409-422 ◽  
Author(s):  
Madan L Puri ◽  
Dan A Ralescu
Keyword(s):  
Random Variables ◽  
Fuzzy Random Variables ◽  
Fuzzy Random
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