Towards adding probabilities and correlations to interval computations

DOI10.1016/J.IJAR.2007.01.002MaRDI QIDQ2379837zbMATH OpenOpenAlexFDO

Authors Martine Ceberio, Gang Xiang, Daniel J. Berleant, Vladik Kreinovich

Publication date 22 March 2010

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://digitalcommons.utep.edu/cgi/viewcontent.cgi?article=1201&context=cs_techrep

zbMATH Keywords

correlationimprecise probabilitiesinterval computations

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) General methods in interval analysis (65G40)

Recommendations

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Cites work

• An introduction to copulas. Properties and applications
• Bounding the results of arithmetic operations on random variables of unknown dependency using intervals
• Computational complexity and feasibility of data processing and interval computations
• Dependable handling of uncertainty
• Exact upper bound on the mean of the product of many random variables with known expecta\-tions
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• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 2013741 (Why is no real title available?)
• scientific article; zbMATH DE number 804604 (Why is no real title available?)
• scientific article; zbMATH DE number 869745 (Why is no real title available?)
• Measurement Errors and Uncertainties
• Probabilities, intervals, what next? Optimization problems related to extension of interval computations to situations with partial information about probabilities
• Using Pearson correlation to improve envelopes around the distributions of functions

Cited in

(4)

• Interval arithmetic operations for uncertainty analysis with correlated interval variables
• A framework for interval-valued information system
• Interval time series analysis with an application to the sterling-dollar exchange rate
• Warp effects on calculating interval probabilities

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