Let's say you have are taking a shower with an automated temperature control. The current temperature is set to 28 degrees Celsius, but there is a sudden shift to 24 degrees.
Probability Theory: Based on prior knowledge, I know that a temperature of 24 degrees Celsius is considered "hot" 10% of the time, "warm" 50% of the time, and "cold" 40% of the time. Based on this the current expected value of the probability distribution is still "warm", so I will leave it same until cold > warm.
Fuzzy Theory: Based on my fuzzy set membership, 24 degrees Celsius has 25% membership in the "hot" set, 60% membership in the "warm" set, and 50% membership in the "cold" set. My fuzzy system is setup to maintain a particular relationship between cold and hot (let's say, cold == hot), and therefore increases temperature until balanced.