Statool: A tool for distribution envelope determination (DEnv), an interval-based algorithm for arithmetic on random variables

DOI10.1023/A:1023082100128zbMATH Open1020.65010MaRDI QIDQ1810784FDOQ1810784

Authors: Lizhi Xie, Daniel J. Berleant, Jianzhong Zhang 

Publication date: 9 June 2003

Published in: Reliable Computing (Search for Journal in Brave)

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zbMATH Keywords

distributionssoftware toolDEnv algorithmRiskCalcStatool

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Packaged methods for numerical algorithms (65Y15) Interval and finite arithmetic (65G30)

Cited In (12)

• Probabilistic set-membership approach for robust regression
• Interval time series analysis with an application to the sterling-dollar exchange rate
• Towards combining probabilistic and interval uncertainty in engineering calculations: algorithms for computing statistics under interval uncertainty, and their computational complexity
• An efficient uncertainty propagation method for parameterized probability boxes
• Equivalence of methods for uncertainty propagation of real-valued random variables
• A search algorithm for calculating validated reliability bounds
• Unimodality, independence lead to NP-hardness of interval probability problems
• Using Pearson correlation to improve envelopes around the distributions of functions
• Statool
• Probability bounds analysis for nonlinear population ecology models
• On-line algorithms for computing mean and variance of interval data, and their use in intelligent systems
• Geometric constructions with discretized random variables

Uses Software

• Interval arithmetic for Ada
• RAMAS Risk Calc

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