In order to research the properties of distance for uncertain variables, we introduced a new concept of p-distance. Then the properties of nonnegativity, identification, symmetry, and triangle inequality for the p-distance of uncertain variables and uncertain vectors were obtained. In the end, we deduced the metric space which is constituted by p-distance is complete.
ChenX., American option pricing formula for uncertain financial market, International Journal of Operations Research8(2) (2011), 32–37.
2.
DaiW. and ChenX., Entropy of function of uncertain variables, Mathematical and Computer Modelling55(3) (2012), 754–760.
3.
GaoX., GaoY. and RalescuD., On Liu’s inference rule for uncertain systems, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems18(1) (2010), 1–11.