### FUZZY ROBUST ESTIMATES OF LOCATION AND SCALE PARAMETERS OF A FUZZY RANDOM VARIABLE

Oleg Uzhga Rebrov, Galina Kuleshova

#### Abstract

A random variable is a variable whose components are random values. To characterise a random variable, the arithmetic mean is widely used as an estimate of the location parameter, and variation as an estimate of the scale parameter. The disadvantage of the arithmetic mean is that it is sensitive to extreme values, outliers in the data. Due to that, to characterise random variables, robust estimates of the location and scale parameters are widely used: the median and median absolute deviation from the median. In real situations, the components of a random variable cannot always be estimated in a deterministic way. One way to model the initial data uncertainty is to use fuzzy estimates of the components of a random variable. Such variables are called fuzzy random variables. In this paper, we examine fuzzy robust estimates of location and scale parameters of a fuzzy random variable: fuzzy median and fuzzy median of the deviations of fuzzy component values from the fuzzy median.

#### Keywords

fuzzy median, fuzzy median of absolute deviations from the fuzzy median, fuzzy random variable, random variable

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DOI: https://doi.org/10.17770/etr2021vol2.6566

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