A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type

DOI10.1016/j.fss.2008.08.006zbMath1178.60009OpenAlexW1984741241MaRDI QIDQ1037867

Diego A. Alvarez

Publication date: 17 November 2009

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2008.08.006

zbMATH Keywords

Monte Carlo simulationDempster-Shafer evidence theoryinfinite random sets of indexable typeRiemann-Stieltjes sums

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Geometric probability and stochastic geometry (60D05) Monte Carlo methods (65C05)

Related Items (12)

An interval-based approach to model input uncertainty in M/M/1 simulation ⋮ Imprecise random variables, random sets, and Monte Carlo simulation ⋮ Sklar's theorem in an imprecise setting ⋮ Joint distributions of random sets and their relation to copulas ⋮ Sklar's theorem for minitive belief functions ⋮ Random sets, copulas and related sets of probability measures ⋮ The Joint Distribution of the Discrete Random Set Vector and Bivariate Coarsening at Random Models ⋮ A geometric and game-theoretic study of the conjunction of possibility measures ⋮ Reduction of uncertainty using sensitivity analysis methods for infinite random sets of indexable type ⋮ The encounter of interval and probabilistic approaches to structural reliability at the design point ⋮ Representation theorem for probabilities on IFS-events ⋮ Hybrid reliability analysis with both random and probability-box variables

Uses Software

• QRM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Random sets and fuzzy interval analysis
• Representing parametric probabilistic models tainted with imprecision
• On the calculation of the bounds of probability of events using infinite random sets
• The mean value of a fuzzy number
• Default reasoning and possibility theory
• On random sets and belief functions
• An introduction to copulas. Properties and applications
• Uncertainty-based information. Elements of generalized information theory
• Some properties of a random set approximation to upper and lower distribution functions
• A random set characterization of possibility measures
• Uncertainty and Information
• Measurable relations
• An Introduction to Random Sets
• Upper and Lower Probabilities Induced by a Multivalued Mapping
• Statistical modeling, analysis and management of fuzzy data

This page was built for publication: A Monte Carlo-based method for the estimation of lower and upper probabilities of events using infinite random sets of indexable type