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On distribution of a maximum of random variables
S. A. Rogonov, I. S. Soldatenko Tver State University, Tver
Abstract:
In this paper, we study a method for identifying by the Monte Carlo method distributions of fuzzy random variables, in the parametric setting of which there is a maximum function of weighted random variables.
Keywords:
fuzzy random variable, possibility, maximum, Monte Carlo method.
Received: 01.12.2020 Revised: 16.12.2020
Citation:
S. A. Rogonov, I. S. Soldatenko, “On distribution of a maximum of random variables”, Nechetkie Sistemy i Myagkie Vychisleniya, 15:2 (2020), 124–136
Linking options:
https://www.mathnet.ru/eng/fssc74 https://www.mathnet.ru/eng/fssc/v15/i2/p124
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