Thai Journal of Mathematics Volume 12 (2014) Number 3 : 537–548 http://thaijmath.in.cmu.ac.th ISSN 1686-0209 Some Limit Theorems for Independent Fuzzy Random Variables H. Ahmadzade † , M. Amini †, 1 , S. M.ahmoud Taheri ‡ , and A. Bozorgnia † † Department of Statistics, Faculty of Mathematical Sciences Ferdowsi University of Mashhad, Mashhad 1159-91775, Iran e-mail : m-amini@ferdowsi.um.ac.ir (M. Amini) ‡ Department of Basic Engineering Science College of Engineering, University of Tehran, Tehran, Iran Abstract : In this paper, based on two different approaches, some limit theorems are obtained for independent fuzzy random variables. Specially, as a direct exten- sion of classical methods, we establish a strong convergence theorem for sums of independent fuzzy random variables based on the concept of variance. The main results are explained by using a couple of examples. Keywords : fuzzy random variable; independence; law of large numbers; almost surely convergence; convergence in probability. 2010 Mathematics Subject Classification : 60F05; 60F15. 1 Introduction The concept of fuzzy random variable was developed by several authors as an extension of random sets or set valued random variables e.g. [12], [21], and [22]. Over the last years, fuzzy random variable has been extensively applied in the areas of probability and statistics and stochastic process. For some recent works on this topic, see, for example, [4, 16, 17, 20, 11]. There are many authors who have devoted their studies to limit theorems for fuzzy random variables. For the purposes of this study, we review some works on this topic. Klement et al. [13] have been established some limit theorems for independent identically distributed 1 Corresponding author. Copyright c ⃝ 2014 by the Mathematical Association of Thailand. All rights reserved.