Interval Computations as a Particular Case of a General Scheme Involving Classes of Probability Distributions

Authors

Scott Ferson
Lev Ginzburg
Vladik Kreinovich, The University of Texas at El PasoFollow
Harry Schulte

Publication Date

3-2001

Comments

UTEP-CS-99-36b.

Published in: Juergen Wolff von Gudenberg and Walter Kraemer (eds.), Scientific Computing, Validated Numerics, Interval Methods, Kluwer, Dordrecht, 2001, pp. 355-366.

Abstract

Traditionally, in science and engineering, measurement uncertainty is characterized by a probability distribution; however, we don't know this probability distribution exactly, so we must consider classes of probability distributions. Interval computations deal with a very specific type of such classes: classes of all distributions which are located on a given interval. We show that in general, we need all convex classes of probability distributions.