We introduce new normalized fractional integral concepts on random variables. We also introduce the fractional coupled random variables. The Jensen integral inequality is generalized. Also, some fractional bounds estimating the expectation and variance are delivered. At the end, some other results related to the coupled random variables are proved. For this work, some results of the papers [On some statistical and probability inequalities. Journal of Inequalities and Special Functions, 2016] and [Some inequalities for the expectation and variance of a random variable whose PDFs are absolutely continuous using a pre-Chebychev inequality. Tamkang Journal of Mathematics, 2001] are deduced as some special cases.
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