Chapter 31

Summary and Future Research

31.1 Summary

This book is an updated, and combination of, the two books [1] and [3]. Basically we took theoretical results from these two books and put them into this new book together with some new results. First we took the end of Chapter 2 on restricted fuzzy arithmetic and Chapters 3, 4 and 8 of [1] into Chapters 3-5 of this book. We left out all the applications in [1]. What is new here is: (1) using a nonlinear optimization program in Maple [5] to solve certain optimization problems in fuzzy probability, where previously we used a graphical method or calculus; and (2) a new algorithm, suitable for using only pencil and paper, for solving some restricted fuzzy arithmetic problems. The introduction to fuzzy estimation in Chapters 6-9 is based on the book [3] and we refer the interested reader to that book for more about fuzzy estimators. The fuzzy estimators omitted from this book are those for 1 2 , p1 p2 , 1 /2 , etc. Fuzzy estimators for the arrival and service rates in Chapter 10 is from [2] and [4]. The reader should see those books for applications in queuing networks. Also, fuzzy estimators for the uniform probability density in Chapter 11 can be found in [4], but the derivation of these fuzzy estimators is new to this book. The fuzzy uniform distribution was used for arrival/service rates in queuing models in [4]. The estimation of fuzzy/crisp probability (mass) density functions based on a maximum entropy principle subject to fuzzy constraints in Chapters 12-14 are new to this book. In Chapter 12 we obtain fuzzy results but in Chapters 13 and 14 we determine crisp discrete and crisp continuous probability densities.

James J. Buckley: Fuzzy Probability and Statistics, StudFuzz 196, 2 5 3 256 (2006) c Springer-Verlag Berlin Heidelberg 2006 www.springerlink.com

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The introduction to fuzzy hypothesis testing in Chapters 15-18 is based on the book [3] and the reader needs to consult that book for more fuzzy hypothesis testing. What we omitted are tests on 1 = 2 , p1 = p2 , 1 = 2 , etc. The chapters on fuzzy correlation and regression come from [3]. The results on the fuzzy ANOVA (Chapters 26 and 27) and a fuzzy estimator for the median (Chapter 28) are new and have not been published before. The chapter on random fuzzy numbers (Chapter 29) is also new to this book and these results have not been previously published. Applications of crisp random numbers to Monte Carlo studies are well known and we also plan to use random fuzzy numbers in Monte Carlo studies. Our rst use of random fuzzy numbers will be to get approximate solutions to fuzzy optimization problems whose solution is unknown or computationally very dicult. However, this becomes a rather large project and will probably be the topic of a future book. Chapter 30 contains selected Maple/Solver ([5]-[7]) commands used in the book to solve optimization problems or to generate the gures.

31.2

Future Research

Certain decisions were made in the book which will now be formulated as topics for future research.

31.2.1

Fuzzy Probability

More work can be done on the basic properties of our fuzzy probability including fuzzy conditional probability and fuzzy independence. There are other discrete, and continuous, fuzzy random variables to investigate together with their applications.

31.2.2

Unbiased Fuzzy Estimators

We faced the problem of getting an unbiased fuzzy estimator starting in Chapter 9. We said that our fuzzy estimator was unbiased if the vertex (where the membership function equals one) of the fuzzy number is at the crisp point estimator. For example, if we are estimating the variance of a normally distributed population, the vertex should be at s2 the sample variance. Otherwise, it is a biased fuzzy estimator. Using the usual condence intervals to construct our fuzzy estimator produced a biased fuzzy estimator. We proposed a solution to this problem giving an unbiased fuzzy estimator. Is there a better solution?

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31.2.3

Comparing Fuzzy Numbers

In fuzzy hypothesis testing we need to be able to determine which of the following three possibilities for two fuzzy numbers M and N is true: (1) M < N , (2) M N , or (3) M > N . In this book we used the procedure outlined in Section 2.5 in Chapter 2. If we use another method of comparing two fuzzy numbers (see the references in Chapter 2), how will the results of fuzzy hypothesis testing be eected? Is fuzzy hypothesis testing robust with respect to the method of comparing fuzzy numbers?

31.2.4

No Decision Conclusion

Starting in Chapter 15 our nal conclusion in fuzzy hypothesis testing was: (1) reject the null hypothesis; (2) do not reject the null hypothesis; or (3) no decision on the null hypothesis. Let the fuzzy test statistic be Z and the two fuzzy critical values CV i , i = 1, 2. The no decision conclusion resulted from CV 1 Z < CV 2 or CV 1 < Z CV 2 . In this case should the nal decision be do not reject the null hypothesis?

31.2.5

Fuzzy Uniform

We need mathematical expressions for the condence intervals in Chapter 11 so that we can accurately construct the fuzzy estimators.

31.2.6

Interval Arithmetic

These problems started in Chapter 16 where we were calculating cuts of our fuzzy statistic from the quotient of two intervals [a, b]/[c, d]. We know that the interval in the denominator is usually positive (c > 0) but the interval in the numerator can be positive (a > 0), negative (b < 0) or mixed (a < 0 < b). Due to interval arithmetic (Section 2.3.2 in Chapter 2) we do the computation dierently in the three cases of [a, b] positive, negative or mixed. We discussed this in some detail in Section 16.3.1 in Chapter 16 but we did not implement these results formally in the rest of the book. For example, some of our graphs of our fuzzy statistic and its fuzzy critical values were not precisely correct. When this happened we mentioned this fact and that it did not eect the nal result of reject H0 , do not reject H0 or no decision on H0 . We need to correct this so that all the graphs are completely correct.

31.2.7

Fuzzy Prediction

We need theoretical results in Chapter 21 (and 24) on the comparison of y(x)[0], the 99% condence interval for E(Y ) and the 99% condence interval for y.

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31.2.8

Fuzzy ANOVA

Extend the results in Chapter 27 to fuzzy two-way ANOVA with multiple data items per cell, and other models in this area.

31.2.9

Nonparametric Statistics

Nonparametric statistics is a large area and all we looked at in Chapter 28 was a fuzzy estimator for the median. Much more work can be done in this area of fuzzy nonparametric statistics.

31.2.10

Randomness Tests Fuzzy Numbers

We should expand our method of generating random fuzzy numbers to trapezoidal shaped fuzzy numbers. Also the sides of the fuzzy numbers may be described by polynomials of degree three or more. We need to develop more randomness tests for sequences of fuzzy numbers.

31.2.11

Future

In the Introduction we mentioned that we cover most of elementary statistics that can be found in an introductory course in statistic except contingency tables and nonparametric statistics. So where to next? Our method starts with crisp data producing fuzzy number estimators. Any statistical method based on estimation, not covered in this book, could be next.

31.3

References

1. J.J. Buckley: Fuzzy Probabilities: New Approach and Applications, Physica-Verlag, Heidelberg, Germany, 2003. 2. J.J. Buckley: Fuzzy Probabilities and Fuzzy Sets for Web Planning, Springer, Heidelberg, Germany, 2004. 3. J.J. Buckley: Fuzzy Statistics, Springer, Heidelberg, Germany, 2004. 4. J.J. Buckley: Simulating Fuzzy Systems, Springer, Heidelberg, Germany, 2005. 5. Frontline Systems (www.frontsys.com). 6. Maple 9, Waterloo Maple Inc., Waterloo, Canada. 7. www.solver.com.