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Volumn , Issue , 2005, Pages

Arithmetic on random variables: Squeezing the envelopes with new joint distribution constraints

Author keywords

Arithmetic on random variables; Copulas; Dependency relationship; Distribution envelope determination (DEnv); Joint distribution; Linear programming; Partial information; Probability boxes; Uncertainty

Indexed keywords

LINEAR PROGRAMMING; RANDOM VARIABLES; UNCERTAINTY ANALYSIS;

EID: 33847739111     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (9)

References (17)
  • 1
    • 2642583250 scopus 로고    scopus 로고
    • Representation and problem solving with the distribution envelope determination (DEnv) method
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    • (2004) Reliability Engineering and System Safety , vol.85 , Issue.1-3 , pp. 153-168
    • Berleant, D.1    Zhang, J.2
  • 2
    • 1242265352 scopus 로고    scopus 로고
    • Using correlation to improve envelopes around derived distribution
    • Berleant, D and J. Zhang. Using correlation to improve envelopes around derived distribution. Reliable Computing 10 (2) (2004b), pp. 139-161.
    • (2004) Reliable Computing , vol.10 , Issue.2 , pp. 139-161
    • Berleant, D.1    Zhang, J.2
  • 3
    • 10244246566 scopus 로고    scopus 로고
    • Bounding the times to failure of 2-component systems
    • Berleant, D and J. Zhang. Bounding the times to failure of 2-component systems. IEEE Transactions on Reliability, 53 (4) (2004c), pp. 542-550.
    • (2004) IEEE Transactions on Reliability , vol.53 , Issue.4 , pp. 542-550
    • Berleant, D.1    Zhang, J.2
  • 4
    • 0032656018 scopus 로고    scopus 로고
    • Correlations and copulas for decision and risk analysis
    • February
    • Clemen, R. and T. Reilly. Correlations and copulas for decision and risk analysis. Management Science 45 (2) (February 1999), pp. 208-224.
    • (1999) Management Science , vol.45 , Issue.2 , pp. 208-224
    • Clemen, R.1    Reilly, T.2
  • 6
    • 2542583870 scopus 로고    scopus 로고
    • Modelling dependence with copulas and applications to risk management
    • T. Rachev, Elsevier Science Ltd
    • Embrechts, P., F. Lindskog and A. McNeil. Modelling dependence with copulas and applications to risk management. In T. Rachev, Handbook of Heavy Tailed Distributions in Finance. Elsevier Science Ltd., 2003, pp. 329-384.
    • (2003) Handbook of Heavy Tailed Distributions in Finance , pp. 329-384
    • Embrechts, P.1    Lindskog, F.2    McNeil, A.3
  • 8
    • 0028830444 scopus 로고
    • Correlations, dependency bounds and extinction risks
    • Ferson, S. And M. Burgman. Correlations, dependency bounds and extinction risks. Biological Conservation 73 (1995), pp. 101-105.
    • (1995) Biological Conservation , vol.73 , pp. 101-105
    • Ferson, S.1    Burgman, M.2
  • 10
    • 2642527812 scopus 로고    scopus 로고
    • Propagation of uncertainty through multivariate functions in the framework of sets of probability measures
    • Fetz, Th. and M. Oberguggenberger. Propagation of uncertainty through multivariate functions in the framework of sets of probability measures. Reliability Engineering and System Safety 85 (2004), pp. 73-87.
    • (2004) Reliability Engineering and System Safety , vol.85 , pp. 73-87
    • Fetz, T.1    Oberguggenberger, M.2
  • 12
    • 0000162341 scopus 로고
    • Confidence limits for an unknown distribution function
    • Kolmogoroff (a.k.a. Kolmogorov), A., Confidence limits for an unknown distribution function, Annals of Mathematical Statistics 12 (4) (1941), pp. 461-463.
    • (1941) Annals of Mathematical Statistics , vol.12 , Issue.4 , pp. 461-463
    • Kolmogoroff, A.1
  • 15
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    • Clouds, fuzzy sets and probability intervals
    • Neumaier, A. Clouds, fuzzy sets and probability intervals, Reliable Computing 10 (2004), 249-272.
    • (2004) Reliable Computing , vol.10 , pp. 249-272
    • Neumaier, A.1
  • 16
    • 0002063018 scopus 로고
    • Probabilistic arithmetic i: Numerical methods for calculating convolutions and dependency bounds
    • Williamson, R. And T. Downs. Probabilistic arithmetic i: numerical methods for calculating convolutions and dependency bounds. International Journal of Approximate Reasoning 4 (1990).
    • (1990) International Journal of Approximate Reasoning , vol.4
    • Williamson, R.1    Downs, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.