Asymptotic tests for the variance of a fuzzy random variable using the DK-metric

Abstract

In this communication we present a procedure to test whether the variance of a fuzzy random variable (FRV) is a given value or not by using asymptotic techniques. The variance considered here is defined in terms of a generalized metric in order to quantify the variability of the fuzzy values of the FRV about its expected value. We present some simulations to show the empirical behavior of the test in different situations and an illustrative example to demonstrate its use in practice. © 2008 Springer-Verlag Berlin Heidelberg.