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# 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} }

- Published 2004 in Int. J. Approx. Reasoning
DOI:10.1016/j.ijar.2003.07.013

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