Towards adding probabilities and correlations to interval computations
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. (C) 2007 Elsevier Inc. All rights reserved.
correlation interval computations imprecise probabilities