Covariance and Pseudo-Covariance of Complex Uncertain Variables

Covariance is a measure to characterize the joint variability of two complex uncertain variables. Since, calculating covariance is not easy based on uncertain measure, we present two formulas for covariance and pseudo covariance of complex uncertain variables. For calculating the covariance of complex uncertain variables, some theorems are proved and several formulas are provided by using the inverse uncertainty distribution. The main results are explained by using several examples.