Exploring the boundaries of fuzzy copulas: Construction, independence and survival analysis
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In this article, we redefine fuzzy random variables using clear examples. We construct fuzzy distribution functions while graphically representing these fuzzy distribution functions. Then we clearly construct a fuzzy copula linking two fuzzy random variables, their marginals and the fuzzy joint distribution function. Finally, we construct new specific fuzzy copulas such as the minimum fuzzy copula, the maximum fuzzy copula and the survival fuzzy copula.
Abstract
In this article, we redefine fuzzy random variables using clear examples. We construct fuzzy distribution functions while graphically representing these fuzzy distribution functions. Then we clearly construct a fuzzy copula linking two fuzzy random variables, their marginals and the fuzzy joint distribution function. Finally, we construct new specific fuzzy copulas such as the minimum fuzzy copula, the maximum fuzzy copula and the survival fuzzy copula.