Fuzzy theory and probability theory address different forms of uncertainty.
Classical probability theory is based on the concept that a variable X either is or is not a member of some set, but there is uncertainty around whether it is or not. That is, we are measuring how probable it is that X belongs to that set to decide whether we are confident that it is or is not.
Fuzzy theory is, of course, based on fuzzy set theory. That is, instead of membership being a binary value (present/absent), it is a continuous one. There are degrees of membership within a set rather than absolute membership. Fuzzy theory is measuring the degree to which X is a member of a set, rather than the probability that it is a member or not. Fuzzy theory doesn't define a probability; it instead defines a "possibility" and a "necessity".
They are fundamentally measuring different forms of uncertainty, so you have to be extremely careful in any situation where you "mix" the two. That said, probability theory can be properly viewed as a SPECIAL CASE of fuzzy theory with non-mutually-exclusive graded membership.
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