P,robabiUcy Measu res of Fuzzy Events

L. A.ZADEH~·

D.a'fm~ ~ Electrical E~gin;emr:tg t;md. CMIilJiUtn Srinrce.f Um~#fy .of Ca.li/arms, Berkde:lt C,(J}~ia

In probabili.tytheo.ry ,[11, an. ~t!enZ, A" is a member 0'£ a ~fi.e1d~ tll, ofsu.bsets ofa sample spaceD. A prabflMlity mea:wr:e~ P, IS a nosmedmeasure over a measurable space {Q., Cl); that is, P is a: real-valued function which assigns to every A in. Ola prooa/JiUty,. P(A)" such that Ca) P(A) ;?: o for all A e a'; [b) P(Q')I = l .. ;. amf (c) P is CQuntably additive, i.e, I' if {A·t} is any coUection. of disjoint events, then

(0

The n.ot~6ilS ¥oE an event an d its. P mbabm~ eonstitute ~he most basic concepts of prb,balbi]ity theory. As d efined a hove, an even t ~s a p.[edse~y specified ·ool~,e:etioI1l of points in the sample spaiCe.. By enntrast, in everyday experieaee one .frequently encouneers siteations inwnich an ueverre~is a f1J~:ZY r:arher tnana sharply defined collection of points. For example, the i~-defined events: "It is a w,arm: day," (IX is a.ppr,(xxim1(Jtely equal to .5;~~ "In twentytosses of a. coin. there 31Fe set!ertl.i more heads then tails," are fuzzy because of the ~mpn~cis~.OIl of the meaning of the underHned words.

By us~ngt~e eoneept of a. fuzzy set [21,. the not~.ons of3im e,,!fent and its probabmty eanbeextended in a natu ~al fash ~on to fuzzy events of the type exemplified above .. It is possible that suchan extension may eventually significantly enlarge th~e domain of applicabilisy of probability theory, especiaUy ~fl those fields ~n wh ich fMzziness is a pervasive p henomefl.on.

Thepresent note has the limi ted 0 bjecti ve 01.£ ~d]!owing how the notien of a fuzzy event ca n be g~ven a precise meaning in theeontext of fuzzy sets .. Thus, iteonsists moody of definitioas and is largely preliminary in nature. We make

*' CUFrendy '~111 leave <lS V!5I:tingPI'o6e.swr of .Eledrka1.!Englr1J!~,edng an.d G~ggenhejm iF'eUQw w~~h the Depar·tment Q¥' Electrical Engi!':leel~n!!land Pwj;ectMAC. M.l.T." Camo.f.h:llge. MassaJchu~etis,. This work W.~S, supported in part by Projeld MAC, spon.sOled! bty the AdvlH![lced Rese3Kn P'rojiects Agie[jj~y. Department of Ddense,under OfliceOl'f N avalReseiJrch CQntrac~ NOIl1Ir-4102!(m). ..

421

422

,0

no attempt to formulate OHr definitions in the most general setting, nor do we attempt to explore in detail any of the paths along which elassical probability theory may be generaH~ed thro~gh the use of concepts derived from the notion of a fuzzy event.

U. FuzzY EV.ENTS

We shall assume fOir simplicity that ,n is. an Euclidean n-space R", Thus our probability space win be assumed to. be a. triplet (Rt\ tJt~ P)j where: a is the a-fieM of Borel sets in RN and P is a probability measure over Rfi. A point in Rn will be denoted by x.

Let A Ea. Then, lillie probability of A can be expressed as

P(A) = fA dP

(:2)

P(A) = f . p,,(x) tiP

,. R"

(3)

when~ ~A 'Qeirj'OCtS tihe characteristic function of A C,·1.A(X) :-:.- OO( I] and E(MA) is, theexpe~:t~<fll of PA .

Equation 0) equates the probability of an event A with theexpectation of the characteristic function of A. his this equation that can readily be generalize.P to fuzzy even ts through the use of th e concept of a fuzzy set .

. ~Speclfic:any}a fuzzy set A in R~ is defined by a characteristic function f'A. : /rl.-'!o- [OJ. I] whieh .. associates with each x In Rn Its~'~grade of members.hipt u#L,c(X)~ rnn A. To d.~sttngu~sh betweenthe chatactedstic· function of a

, n,pnfy:zzy set and the charaeteristic function 0'£ a. fuzzy set,:r:h,e latterwill be referred to as a membership function, A simple example of a fllZ:ZY setin Rl is A ={x I x» O}. A membership function for such a set might he subjectively defined by, say ~

= 0,

X<O.

{4)

W,e are now ready to define a fuzzy event in Rt'I..

DEFINIHON, Let (Rn, Ot, P) be a probability space in whichCl is the q-field of Borel sets in Rr:t and P is a prebability measure over R"!. Then. a

_L

PROBABILITY MEASURES OF FUZZY EVENTS

423,

juZflIY evmt in Rn is a fuzzy set A in Rn whose membership function,

,. f'A(ItA : Jlfl ~ [0 ~ I]), is Borel measurable.

The prooam.lity of a fuzzy event A is defined by the Lebesgue-Btieltjes integral:

,P(A) = i;nll J.i.t(x) dP = E(;UA).

(5)

Tbus, as in (3)t the probability of a fuzzy event is the expectation of its membership function, Theexistence of the Lebesgue-Stieltjes integral (5) is insured by the assumption that ,ILA. is Borel measurable,

The above definitions of a. fuasv event and its p' eobability .. ·.· form a basis for

+.i"J .

general iz ~ng within the framewo rk 0.£ the theory of fuzey sets anum ber of

the concepts and results of probability theory, information theory and related fields, In many cases, the manner in which such generalization can. be accomplished is quite obvious. We shall illustrate this in the sequel by a few simple examples.

There are several basic notions relating to fuzzy sets which we shall need in our discussion, Theseare summarized below .. A more detailed discussion of these and other notions may be found in [2].

. .

Conttu"runmJ A C B <'> jUA(X) ~ ftB{X)' 'Vx EquaHty :4 ,~iB -ee- M.4(X) = iLB(X) 'Vx

(6)

P}

Complement AI = complement of A ~ fLA{X) = I - P-A(X) 't(x (8)

/l

,f:! nio,n A u B" = union of A and B ¢> P.,Au B(.:t) = Max![~ .. ( x) t f's( x)] Tt x

(9)

~ntersect£Qn An B' = mtersection of A. and B

,.

(10)

Product AB' = product of A and B -<=>fLAS(X) = p...((x) fLg(X) 'Vx (11)

Sum A ffi B =- sum of A and B

~ ,fL..t®B-(X) =--. JU ..... (x) + P-s(x) - P.t(x) P,;8('X) T/x 02)

\Ve are now ready to draw some elementary conclusions from (5)-(12) ..

First, as ;an immediate consequence of (6)" we have

A C B '=> P(AJ' ~ P(B)

(13)

Similarly, as immediate consequences of (9)-(I2)t we have the idemities

P{A u 8) = P(A) + P(B) - peA n B) P(A E9 B) = P(A) + P(B) ._ P(AB).

,(14) 05)

..

424

A level set, A(o::)~ of a :fuzzy set A is a non-fuzzy set defined bv

. ..

(16)

A. fuzzy set A wiU be said to bee. B'oulfu/!;z}, serif all of its level sets (for

o ~' a ~ 1) are Borel sets, Since the membership function of a fuzzy event is measurable, it follows that ,an of thelevel sets associated with a. fuzzy event are Borel sets and hence that a fuzzy event is a Borel fuzzy set,

It is well-known that if }LA. and #LB are Borel measurable, so are Max (PA , f'CB]. wHo [ft-A ~ P,B]~f£A +11-11 and fLA/J-lJ [3]. The same holds, mort' gerHt'rally, for ,any infinitecollection of Borelmeasurable functions, Consequently, we can assert t.hat~ like the Borel sets, Borel fuzzy sets form a a·-field with respect 'to the operations (8), (9~ and (10). In this connectionri t should h(, noted that fuzzy sets. obey the distributive law.

(A U B) ,n C = (A n C) v (B n C)

07)

but not

(A ffi B) C = flC ffi Be.

Employing induction and mak~ng use of (14) and (5), we obtain for fuazy sets the familiar identiti-es for nonfuzzy sets:

p. t.(,.,m'l/li)·. =2: P{A~) - II P(Ai n AI} + ... + (- I)nl p ('n. il~_').

\~li ,t i.J ~ ,

(19)

j .. . - - "

fi(Al@"'EB'~Am) = ~P{A~) - L P(A~AJ) + ... +{- l)mp(Al '"'~':Im}"

ti.i

(20)

/'

Ine similar fasbion, (14) and (is) yield the generalized Boole inequalities f:or fuzzy sets

(21 )

P('AI ® A2 EB •.• ) ~ L P(Ai}.

f.-I.

(22)

W,e turn next to thenotion of independence of fuzzy events, SpecificaHy,. ~et A and B be two fuzzy events in a prcbability space eRn, Ol, P}. Then. A andB w.m be said to be independent if

.P(.AR) = P,(A) R(B).

(23)

..

PROBABILITY MEASURES OF FUZZY EVENTS

425

Note that in defining independence we employ the product AB rather than the intersection A (1 B.

An immediate consequence of the above definition is the following:

Let il'J, = [ln" Q:ij = Rm and let P be the product measure PI X P'J ; where PI and P2: are probability measures on Dl and. Q2 ~ respectively. Let A~ and All be events in Dill and Q2 characterized by the membership functions fl'A1(X1 t X2) = ft-A:/~1) and fLdz(Xl , .\'2) = 1l-.4'l.(x'},)!, respectively, Then Ai and AI! are independent events in the sense of (23),. Note that this would not be true if independence were defined in terms of P,(A n B}, rather than. P(AB).

To be consistent with (23)" the conditional p.rob.ahllity of A given. B is defined by

. . .' P(AB)

P(A 1.8) = P(B) ,

(24)

provided P(B)::> 0., Note that if A and Ba.re independent, then P(A I B) = peA), as in the case of nonfuzzy independent events.

Many of the baslc notions in probability theory, such as those of the mean, variance, entropy ~ etc. 'r are defined as functionals of probability distributions. The concept of , a fuzzy event suggests that it may be of interest to define these notions ina more general way which relates them ~o both a fuzzy event and a probability measure'. FOIr example, the mean of a fuzzy event A relative toa probability measure P may be defined as follows:

J.

,

. •

mp(A) = P(~4) f R" ,l;p-.ix) d P

(25)

~

w:~~ere ,~Ais [he .... membership function of A and P(A) serves as a normafising

Captor. Similarly, the variance of a fMZZY event in Rl relative to a probability measure P may be defined as

(26)

The subscript Pin (25) and (26) may be omitted when the dependence on P .of the quantities ~n question is implied by the context.

Turning to the notion of entropy, we note that its usual definition in information theory is as follows: Let x bea random variable which takes the values Xl ' .. ', .t'n with respective probabilities PI ! •••• ! p,,! . Then. the entropy of x-or.; more properly; the entropy of the distribution P = {PI''''} P'1}is given by

~

H(x) = - L Pi log.Pi'

z=1

(27)

426

This defin,ition suggests tfi:lt the, ,entropy of a fuzzy subset, A~ of the-finite set {x1t •• ,' j,xfll with respect to a p,[oba bility distributio.n P = {Pl , .. ' ,Pn} be defined as foI1o,w:s

n

HP{A) = - :E PA(X~)P~ IOg'Pi'~

i.,lI.

(28)

where P-A is the membership function of A. Now that whereas (27) expresses theentecpy of a distribution P, (28) represents the entropy ofa fuzzy event A. with respect to the distribution P. Thus, 1(28) does not reduce to (2:7) when A is nonfuzzy~ unless A is taken to be the wholespace {Xl , •.. ~ ,X'I}. In tuitively ~ .H1'( A) .may be interpreted as the nneertainty associated with

a. fuzzy even t,

Let x and y beindependent randemvariables with p.robabili.ty distributions p= fPt" ... , p"land. Q = {f! ,"", q:mh respectively .e One ,of the bask properties of the joiarenteopy of x :and.y is that when x and yare independent, we can write

H(X~1) = H(x) +R(y).

(19)

It .iseasy to ve.r:i:fy th:at for fuzzy eventsthis ~dentity generalises to

(30)

where )"'"

i = I~ ..... ,~ m

. .,

1\1

peA) = Lp.,f(Xi)P,,:

i-I

m

P(B) = L ft.(Y,) ,g,i

j .. ~

'lit

H'(A) = - I j!.tA(Xi)P~ 'iog Pi

i=l

aDd

m

HU(B)=- LIl-,'{YJ)qj ~og ill'

j-l

Note that (30) reduces to (29) when. A = {x~ •... , x~} and B = {YI ""j Ym}.

PROBABILITY l'lEASURES OF .mz'ZY EVENTS

427

The .roJ."legoing examples are intended merely to demonstrate possi hie ways of defining some ofthe elementary concepts of probability theory ina more general setting in wh.ich fuzzy events are aUowed. It appears that there are many concepts and results in prohability theory, information theary and related 6elds which admit ·of such. generalizatiO'n.

I. H. G.TuCKEII. ~'A Gradutl.te Gour$e in P.robability.'" Academic Press.1 New York, 1961.

2. L. A. ZADEH. Fuzzy Sets. 1'1f}f'INH. Crm.trol 8 (1965).

3. W. RUDlN. "·!PriniC.ip!es of Mathen:l,atlclIl Ana1Y5is.~' McGraw~HiU; New YQr:k, 1967.

.J,

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