Towards adding probabilities and correlations to interval computations

Authors:
Daniel Berleant;Martine Ceberio;Gang Xiang;Vladik Kreinovich
Affiliations:
Department of Information Science, University of Arkansas at Little Rock, Little Rock, AR 72204, USA;Department of Computer Science, University of Texas at El Paso, El Paso, TX 79968, USA;Department of Computer Science, University of Texas at El Paso, El Paso, TX 79968, USA;Department of Computer Science, University of Texas at El Paso, El Paso, TX 79968, USA
Venue:
International Journal of Approximate Reasoning
Year:
2007

Citing 2
Cited 1

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Abstract

The paper is a continuation of our previous work towards the use of probability information in interval computations. While in the previous work, bounds on the first order moments are taken into account, the contribution of this article is to deal with correlations. Specifically, in this paper, we develop a new method that takes into account both correlation among measured parameters and bounds on their expected values when doing interval computation.