Possibility transformation of the sum of two symmetric unimodal independent/comonotone random variables

Abstract : The paper extends author's previous works on a probability/possibility transformation based on a maximum specificity principle to the case of the sum of two identical unimodal symmetric random variables. This transformation requires the knowledge of the dependency relationship between the two added variables. In fact, the comonotone case is closely related to the Zadeh's extension principle. It often leads to the worst case in terms of specificity of the corresponding possibility distribution, but it may arise that the independent case is worse than the comonotone case, e.g. for symmetric Pareto probability distributions. When no knowledge about the dependence is available, a least specific pos-sibility distribution can be obtained from Fréchet bounds.
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Communication dans un congrès
Atlantis press. 8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-2013), 11-13 Sept. 2013, Milan, Italie.July 2011, Aix-les-Bains, France., Sep 2013, Milan, Italy. Eusflat, 1 (1), pp.613-619, 2013, Advances in Intelligent Systems Research. 〈10.2991/eusflat.2013.93〉
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Contributeur : Gilles Mauris <>
Soumis le : dimanche 3 novembre 2013 - 11:34:09
Dernière modification le : mercredi 10 janvier 2018 - 09:49:38

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Gilles Mauris. Possibility transformation of the sum of two symmetric unimodal independent/comonotone random variables. Atlantis press. 8th conference of the European Society for Fuzzy Logic and Technology (EUSFLAT-2013), 11-13 Sept. 2013, Milan, Italie.July 2011, Aix-les-Bains, France., Sep 2013, Milan, Italy. Eusflat, 1 (1), pp.613-619, 2013, Advances in Intelligent Systems Research. 〈10.2991/eusflat.2013.93〉. 〈hal-00879370〉

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