Fuzzy envelope of a probability distribution

Laura Garrido, Teofilo Brezmes.

Let us consider a probability space, a random variable on it and the induced probability space. Now, let us consider a new random variable defined on this new space, and the new probability space induced by it. In this paper, we generalize this composition of random variables to the case when the first variable is a fuzzy random variable instead of an ordinary random variable.

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