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This monograph is an attempt to unify existing works in the field of random sets, random variables, and linguistic random variables with respect to statistical analysis. It is intended to be a tutorial research compendium. The material of the work is mainly based on the postdoctoral thesis (Ha- bilitationsschrift) of the first author and on several papers recently published by both authors. The methods form the basis of a user-friendly software tool which supports the statistical inferenee in the presence of vague data. Parts of the manuscript have been used in courses for graduate level...