Chance theory is put forward as a tool to deal with a complex system including randomness and uncertainty. As a fundamental concept in chance theory, uncertain random variable is an extension of random variable and uncertain variable. This paper obtains a new law of large numbers for independent uncertain random variables but not necessarily identically distributed.
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YaoK. and GaoJ.W., Law of large numbers for uncertain random variables, IEEE Transactions on Fuzzy Systems. DOI: 10.1109/TFUZZ.2015.2466080.
