Expected Value and Variance of Geometric Liu Process

  title={Expected Value and Variance of Geometric Liu Process},
  author={Li Xiang and Zhongfeng Qin},
A normally distributed fuzzy variable is defined by a unimodal and symmetric membership function, and is proved to be the most uncertain one when expected value and variance are given. In this note, a lognormally distributed fuzzy variable is defined and the membership function, expected value and variance of this variable are discussed. Based on these results, some properties about geometric Liu process are given. 

From This Paper

Figures, tables, and topics from this paper.
6 Citations
12 References
Similar Papers


Publications referenced by this paper.
Showing 1-10 of 12 references

Fuzzy process

  • B. Liu
  • hybrid process and uncertain process, Journal of…
  • 2008
Highly Influential
7 Excerpts

Credibilistic option pricing: a new model

  • J. Gao
  • Journal of Uncertain Systems 2(4)
  • 2008
2 Excerpts

Uncertainty Theory

  • B. Liu
  • 2nd ed., Springer-Verlag, Berlin
  • 2007
1 Excerpt

Similar Papers

Loading similar papers…