A. Khorsand - A Member of Young Researchers Club
R Amirzadeh - Islamic Azad University Mashhad Branch, Mashhad, Iran
A Bozorgnia - Islamic Azad University Mashhad Branch, Mashhad, Iran

In practical applications, it is very important to generate a random sample or equivalently a sequence of random fuzzy numbers from a fuzzy distribution function. In this paper, we propose fuzzy probability integral transformation theorem for fuzzy random variables. As a result of this theorem, we provide a method to generate a sequence of random fuzzy numbers from a fuzzy distribution function. To do this, we use the random fuzzy numbers on [0, 1]. Our attention is on the case where the left and right sides of the membership functions of random fuzzy numbers are quadratic functions. For illustrating the method we give a numerical example.

Extension Principle, Fuzzy random variable, probability integral transformation theorem, Random fuzzy number, Triangular shaped fuzzy number