Some Inequalities on Expected Value for Uncertain Random Variables
نویسندگان
چکیده
An uncertain random variable is a measurable function from a probability space to the set of uncertain variables. In this paper, subadditivity property of chance measure and some inequalities on expected value for uncertain random variables including Jensen’s Inequality, Liapunov Inequality and cp Inequality are proved. Based on these inequalities, linear property and other properties of convergence in p-th mean of uncertain random sequence are discussed.
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