Neutrosophic Random Variables

In this paper, general definition of neutrosophic random variables is introduced and its properties are presented. Concepts of probability distribution function, cumulative distribution function, expected value, variance, standard deviation, mean deviation, r th quartiles, moments generating function and characteristic function in crisp logic are generalized to neutrosophic logic. Many solved problems and applications are presented which show the power of the study and show the ability of applying the results in various domains including quality control, stochastic modeling, reliability theory, queueing theory, decision making, electrical engineering, … etc