In probability and statistics we often have to estimate probabilities
and parameters in probability distributions using a random sample.
Instead of using a point estimate calculated from the data we propose
using fuzzy numbers which are constructed from a set of confidence
intervals. In probability calculations we apply constrained fuzzy
arithmetic because probabilities must add to one. Fuzzy random variables
have fuzzy distributions. A fuzzy normal random variable has the normal
distribution with fuzzy number mean and variance. Applications are to
queuing theory, Markov chains, inventory control, decision theory and
reliability theory.