Equivalence of methods for uncertainty propagation of real-valued random variables

@article{Regan2004EquivalenceOM,
  title={Equivalence of methods for uncertainty propagation of real-valued random variables},
  author={Helen M. Regan and Scott Ferson and Daniel Berleant},
  journal={Int. J. Approx. Reasoning},
  year={2004},
  volume={36},
  pages={1-30}
}
In this paper we compare four methods for the reliable propagation of uncertainty through calculations involving the binary operations of addition, multiplication, subtraction and division. The methods we investigate are: (i) dependency bounds convolution; (ii) Distribution Envelope Determination; (iii) interval probabilities; and (iv) Dempster–Shafer belief functions. We show that although each of these methods were constructed for different types of applications, they converge to equivalent… CONTINUE READING

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