Towards Adding Probabilities and Correlations to Interval Computations

Authors

Daniel Berleant
Martine Ceberio, The University of Texas at El PasoFollow
Gang Xiang
Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

1-2007

Comments

UTEP-CS-06-34c.

Published in International Journal of Approximate Reasoning, 2007, Vol. 46, No. 3, pp. 499-510.

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.