Open AccessAn interpretation of skew-elliptical distributions in terms of fuzzy events
Author(s) -
Reza Pourmousa,
M. Mashinchi
Publication year - 2012
Publication title -
scientia iranica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.299
H-Index - 51
eISSN - 2345-3605
pISSN - 1026-3098
DOI - 10.1016/j.scient.2012.10.002
Subject(s) - skew , interpretation (philosophy) , fuzzy logic , mathematics , algorithm , computer science , artificial intelligence , programming language , telecommunications
In this note, we introduce a fuzzy method for producing family of univariate and multivariate skew-elliptical distributions based on fuzzy conditional events. We illustrate special cases of interest, such as skew-normal distribution. Furthermore, we use the idea of fuzzy events for calculating tail conditional expectations for elliptical and skew-elliptical distributions
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